Конфиг ровно как я написал выше:
location /bpm1/ {
proxy_pass https://proto4.portal.local:9443/;
proxy_redirect https://proto4.portal.local:9443/ https://wpsdm.portal.local:9443/bpm1/;
}

Делаю запрос: curl -v -k https://wpsdm.portal.local:9443/bpm1/ProcessPortal/
> GET /bpm1/ProcessPortal/ HTTP/1.1
> User-Agent: curl/7.15.5 (x86_64-redhat-linux-gnu) libcurl/7.15.5 OpenSSL/0.9.8b zlib/1.2.3 libidn/0.6.5
> Host: wpsdm.portal.local:9443
> Accept: */*
>
< HTTP/1.1 302 Found
< Server: nginx/1.5.3
< Date: Tue, 10 Sep 2013 08:06:13 GMT
< Content-Type: text/html; charset=UTF-8
< Content-Length: 0
< Connection: keep-alive
< X-Powered-By: Servlet/3.0
< Location: https://wpsdm.portal.local:9443/ProcessPortal/jsp/index.jsp
< Content-Language: ru-RU
< Set-Cookie: JSESSIONID=0000XvN3inHgBBXhcSWW0NkVovd:17v6qmgqn; Path=/; HttpOnly
< Expires: Thu, 01 Dec 1994 16:00:00 GMT
< Cache-Control: no-cache="set-cookie, set-cookie2"

Заголовок Location исправлен, но без учета /bpm1/ как указано в директиве.
В чем может быть ошибка?