Thanks for the reply!!

This approach can be a good solution.
I wonder if this can affect the server perfomance.

Another solution could be to create a location for each file extension that only adds the correct Content-Type header.
This is certainly less maintainable than a map, but is it better for the perfomance ?

Does not exist any native Nginx directive (or in a third party module) that permits Content-Type overriding (using Nginx mime.types "types" file) for proxied requests ?

Thanks again!
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Andrea