I have Nginx set up to proxy_pass requests to location /api to 127.0.0.1:3000, where Node.js is listening.
Node.js is running a server written with Express.js.
In my previous project, I used request session in Express to track users. In that project, I didn't use Nginx.
In the current project, I can't use session because it simply doesn't save. I can write and read cookies, but not the request session. I verified that the issue is in Nginx by running exact same code without Nginx and being able to use request session.
My nginx.conf is as follows:

http {
include mime.types;
default_type application/octet-stream;

sendfile on;

keepalive_timeout 65;

gzip on;

server {
listen 80;
server_name 173.203.105.235;

root /home/project/public;
location ^~ /api/ {
proxy_pass_header Set-Cookie;
proxy_pass_header P3P;
proxy_pass http://127.0.0.1:3000;
}
}
}