Hi,

>>proxy_cache_key "$upstream_addr*$request";
I am not sure that you are using the correct format for proxy_cache_key directive.
my I know what is the wildcard char "*" doing out there, between $upstream_addr and $request?

refer to nginx directive example:
proxy_cache_key "$host$request_uri $cookie_user";
or by default is
proxy_cache_key $scheme$proxy_host$uri$is_args$args;

>>I plan to add "load balancing" module, which would be able to forward request on (multiple) source addresses to multiple proxied addresses, with caching.. Will it work properly?
if your nginx is acting as load balancer, I guess better add load balancing module.