Thanks Ruslan, obviously at the level(http server) that I was setting the mobile header, it didn't use to inherit the geoip header because it was set in a previous level (nginx configuration). I didn't see it. Thanks for your help. What I did for doing it work properly was adding the geoip at the same level, resulting like that:

location / {
proxy_pass http://xx;
access_log /var/log/nginx/xx.access.log menosbasico;
proxy_set_header GEOIP_COUNTRY_CODE $geoip_country_code;
proxy_set_header ismobiletraff $mobile_flag;
}

Thank you very much!