Финальный конфиг, вот как получилось:

location / {
proxy_pass http://178.250.241.23:8080;
proxy_redirect http://chmall.ru:8080/ /;
proxy_set_header Host $host;
proxy_set_header X-Forwarded-For $proxy_add_x_forwarded_for;
proxy_set_header X-Real-IP $remote_addr;
proxy_buffer_size 16k;
proxy_buffers 16 16k;
proxy_busy_buffers_size 64k;
proxy_temp_file_write_size 64k;
proxy_cache two;
proxy_cache_valid 200 3h;
proxy_cache_valid any 0;
proxy_cache_use_stale updating error timeout invalid_header http_500 http_502 http_503 http_504 http_404;
proxy_cache_key "$host$uri?$args $cookie_sid";
proxy_no_cache $cookie_orderData $cookie_nocache $arg_nocache $arg_comment;
proxy_cache_bypass $cookie_orderData $cookie_nocache $arg_nocache $arg_comment;
}