"proxy_ignore_client_abort off" does not always cancel the dowloading from upstream if connection to the client is lost - it continues to download and caches the file.
This can cause huge bandwidth overhead if the proxied files are huge (e.g. videos, ...)

Feature request:
If the connection to the client is canceled before a specific threshold, the connection to upstream should be closed as well and the file should be discarded.

Example:

proxy_ignore_client_abort 10%;
or:
proxy_ignore_client_abort 0.10;

Have you tried;
proxy_connect_timeout 10s; # to proxy backend
proxy_timeout 10s; # to client

---
nginx for Windows http://nginx-win.ecsds.eu/

@itpp2012
The problem is:
A client asks the proxy to download a 2 GB file - but closes the connection after downloading 20 MB.
But the proxy does not close the connection to upstream - but downloads the 2 GB (even if the connection to the client is closed).

I've had the same sort of issue and those 2 timeout values solved it, give it a try.

---
nginx for Windows http://nginx-win.ecsds.eu/

But "proxy_timeout" is an option of the "ngx_mail_proxy_module".
Thanks a lot!