Solved by changing on Nginx configuration proxy_pass :
proxy_set_header X-Forwarded-Proto $scheme;
proxy_set_header X-Forwarded-Proto https;
Today I changed the nginx config. Now I use a stream with map and a generic server in nginx.conf (see TLS Termination). This implied removing ssl and http2 from the server's listen directive in sites-enabled/my-site.
So, from:listen 127.0.0.1:445 deferred ssl http2;
Tolisten 127.0.0.1:445 deferred;
That's about my guess why https is required for proxy_set_header X-Forwarded-Proto now.
Thank you for your solution. Saved my day. 🙂