I ran it and there were no problems found.

I think there is a misunderstanding. There are no errors in Nginx. Nginx starts with no problem and I'm able to access the application. The only problem is that static content is not being served when I configure and use a FQDN to access the application. When I switch to IP it all works. Part of the problem is the fact that the / location has to be used by the Authelia authentication server in order to intercept traffic destined for the /admin location and present a login. So I believe that's why the following does not make a difference because it configures the / location which is used by the Authelia authentication server:

location ~* \.(?:ico|css|js|gif|jpe?g|png)$ {
# Some basic cache-control for static files to be sent to the browser
expires max;
add_header Pragma public;
add_header Cache-Control "public, must-revalidate, proxy-revalidate";
}

Is there a way to configure something like above for another location besides ~* ?

Thanks