I posted about this issue a few days ago, however I fear that I needlessly complicated the question and some of the problems that I encountered were due to browser cache. So, here I go again:

With the following configuration, I get static content on the /admin location but NOT the / location:

==== STARTS HERE ====

server {
#LISTEN CONFIG
listen 443 ssl;
server_name host.domain.tld
#HSTS CONFIG UNCOMMENT BELOW TO ENABLE
add_header Strict-Transport-Security "max-age=31536000; preload";
keepalive_timeout 70;
#LOGS CONFIG
access_log /var/log/nginx/access.log;
error_log /var/log/nginx/error.log warn;
#SSL LETS ENCRYPT CERTIFICATE CONFIG
ssl_certificate /etc/letsencrypt/live/smtp-dev.deeztek.com/fullchain.pem;
ssl_certificate_key /etc/letsencrypt/live/smtp-dev.deeztek.com/privkey.pem;
# Turn on OCSP stapling as recommended at
# https://community.letsencrypt.org/t/integration-guide/13123
# requires nginx version >= 1.3.7
#ssl_stapling on;
#ssl_stapling_verify on;
# maintain the .well-known directory alias for Lets Encrypt Certificate Renewals
location /.well-known {
root /var/www/html/;
}
ssl_protocols TLSv1.2 TLSv1.3;
ssl_ciphers 'EECDH+AESGCM:EDH+AESGCM:AES256+EECDH:AES256+EDH';
#ssl_dhparam /usr/local/nginx/conf/ssl/dhparam.pem;
ssl_prefer_server_ciphers on;
ssl_session_cache shared:SSL:10m;
proxy_max_temp_file_size 5120m;
client_max_body_size 5120m;
include /etc/nginx/snippets/authelia.conf; # Authelia auth endpoint
#root /var/www/html;
index index.cfm;


location / {
set $upstream_authelia http://127.0.0.1:9091;
proxy_pass $upstream_authelia;
client_body_buffer_size 128k;

#Timeout if the real server is dead
proxy_next_upstream error timeout invalid_header http_500 http_502 http_503;

# Advanced Proxy Config
send_timeout 5m;
proxy_read_timeout 360;
proxy_send_timeout 360;
proxy_connect_timeout 360;

# Basic Proxy Config
proxy_set_header Host $host;
proxy_set_header X-Real-IP $remote_addr;
proxy_set_header X-Forwarded-For $proxy_add_x_forwarded_for;
proxy_set_header X-Forwarded-Proto $scheme;
proxy_set_header X-Forwarded-Host $http_host;
proxy_set_header X-Forwarded-Uri $request_uri;
proxy_set_header X-Forwarded-Ssl on;
proxy_redirect http:// $scheme://;
proxy_http_version 1.1;
proxy_set_header Connection "";
proxy_cache_bypass $cookie_session;
proxy_no_cache $cookie_session;
proxy_buffers 64 256k;

# If behind reverse proxy, forwards the correct IP
set_real_ip_from 10.0.0.0/8;
set_real_ip_from 172.0.0.0/8;
set_real_ip_from 192.168.0.0/16;
set_real_ip_from fc00::/7;
real_ip_header X-Forwarded-For;
real_ip_recursive on;
}

location ~* .(?:ico|css|js|gif|jpe?g|png|woff2|map)$ {
expires max;

}


location /admin/ {

proxy_pass http://localhost:8888;
proxy_set_header Host $host;
proxy_set_header X-Real-IP $remote_addr;
proxy_set_header X-Forwarded-For $proxy_add_x_forwarded_for;
root /var/www/html/;
include /etc/nginx/snippets/auth.conf; # Activates Authelia for specified route/location, please ensure you have setup the domain in your configuration.yml
}

==== ENDS HERE ====

However, if I remove the following from the configuration above, I get static content from the / location but NOT the /admin location:

location ~* .(?:ico|css|js|gif|jpe?g|png|woff2|map)$ {
expires max;

}