I'm not running nginx as a server, but there is a problem I've run into as a user which might hopefully be easy to fix.

I only enable automatic redirection, cookies and script for websites which I trust and have white-listed. This works well 99% of the time, but whenever I hit a site running on ngnix I get a 30x Moved message with no link to the moved document. So far as I know this is the only server out there which does not provide such a link.

Can't you solve that client-side? Some scripts don't send a body either.