There is a problem with this change: https://github.com/certsimple/nginx-http2-load-balancing-con...

proxy_set_header in html5-sse.conf will discard all other proxy_set_header included in proxy.conf a level above: "These directives are inherited from the previous level if and only if there are no proxy_set_header directives defined on the current level", http://nginx.org/r/proxy_set_header