I think you could do something like this:

[code]
# save old uri + arguments:
set $original_uri $uri$is_args$args;
# perform rewrite:
rewrite ^(.*)$ /new_uri/index.php;

# later on, in location defined downstream handler, add:
proxy_set_header X-Rewrite-URL $original_uri;
[/code]

Never try it out, but hope it helps!