Your right, setting it for fastcgi as param works fine. I had a problem in the past setting variables in the fastcgi_params, they've just been ignored. This seems to be gone.
Then i have to rewrite the nginx internal logic of my substitions/mappings based on this variable.

I still think allowing a manual override of this variable should be allowed. If any other plugin relies on this header users with SSL Accelerators will definately have a problem.