The spin Seebeck effect is studied across a charge insulating magnetic junction, in which thermal-spin conjugate transport is assisted by the exchange interactions between the localized spin in the center and electrons in metallic leads. We show that, in contrast with bulk spin Seebeck effect, the figure of merit of such nanoscale thermal-spin conversion can be infinite, leading to the ideal Carnot efficiency in the linear response regime. We also find that in the nonlinear spin Seebeck transport regime, the device possesses the asymmetric and negative differential spin Seebeck effects. In the last, the situations with leaking electron tunneling are also discussed. This nanoscale thermal spin rectifier, by tuning the junction parameters, can act as a spin Seebeck diode, spin Seebeck transistor and spin Seebeck switch, which could have substantial implications for flexible thermal and information control in molecular spin caloritronics.