Looks like support for 100 Continue:

https://www.w3.org/Protocols/rfc2616/rfc2616-sec8.html#sec8.2.3

may have covered our scenario, I found an old ticket on this

https://trac.nginx.org/nginx/ticket/493#no1

I guess there is no intention to support this in a future release?

We can live with a 2 stage process for now, may look to move to http 2 for other reasons in the future, we can address this properly then.