Thank you everyone who responded.
I have tried everything I could think of, and when nothing worked, I decided to go over the setup, line by line, word by word and that's when I found it!
It was a typo in configuration of my nginx, i.e., my own mistake.
The following entries were wrong:
proxy_set_header X-Forward-For ... proxy_set_header X-Forward-Proto ...
They should be
X-Forwarded-Proto, notice they were missing ed in the word forward !