Similar to this, I am trying to host a squid proxy behind nginx:
example.com - the main site
example.com
relay.example.com - the squid server.
relay.example.com
I had this same problem, solved it by setting squid to run in transparent mode, like this:
http_port 3128 transparent
in nginx:
proxy_pass http://@squid;
in squid:
http_port 3128 vhost
and that's all you need for fix this https://imgur.com/qtgrZI9 error