A small update to my problem:

I started Wireshark and saw that there was no any requests going to my server as long as I used the cache. The problem seems to be in the cached content. I changed:

proxy_cache_valid 200 1d;
to
proxy_cache_valid 200 1m;

But I don't seem to get any updates to the cache. No traffic between my Nginx and IIS, everything is still fetched from the cache.