Normally, when receiving a Location header, nginx will rewrite it to
reference a URL if it matches the proxy_pass. This breaks when the
scheme changes, since proxy_pass can have a scheme. For instance, if you
have a proxy: "https://www.foo.com", but the Location on a redirect from
that site returns "http://www.foo.com" nginx won't rewrite the URL. This
fixes it by specifying the redirect for both http and https.