I think I have found solution :)

ngx_http_request_t *sr;
rc = ngx_http_subrequest(r, &location, NULL, &sr, NULL, 0);

ngx_http_core_loc_conf_t *clcfsub;

//location configuration for subrequest
clcfsub = ngx_http_get_module_loc_conf(sr, ngx_http_core_module);

clcfsub->post_action = uri of post action;

Earlier I was setting post_action only for main request and now it is
set also for subrequest, seems to work.
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