I have found that proxy_set_header directives in the http section
works in version 0.6.32 but not in 0.7.62, instead I have to place
them under the location context.

The specific directives I am using are:

proxy_set_header Accept-Encoding "";
proxy_set_header User-Agent "";
proxy_set_header X-Real-IP $remote_addr;

cheers
Matt