Всем спасибо.

В итоге сделал такой конфиг

...
map $request_uri $topdir {
~(?<captured_topdir>^/[a-zA-Z0-9]+[/]) $captured_topdir;
}
...

server {
listen 80;
server_name _;

proxy_set_header Accept-Encoding "gzip,deflate";
proxy_set_header Connection "upgrade";
proxy_set_header Upgrade $http_upgrade;
proxy_set_header X-Forwarded-For $proxy_add_x_forwarded_for;
proxy_set_header X-Forwarded-Host $http_host;
proxy_set_header X-Forwarded-Proto $scheme;

gzip off;
gunzip on;

location /test/ {
proxy_pass https://some_service/;

sub_filter "'/" "'$topdir";
sub_filter '"/' '"$topdir';
sub_filter_once off;
}
...