I've fixed the problem by adding a proxy_pass_header Set-Cookie. But I
root of the problem is that nginx thinks it can cache the page in spite
"Vary: cookie" header. Isn't this a bug?
I'm wondering too how to use proxy_cache correctly. I've added
"proxy_set_header Cookie $http_cookie;" and I have also made sure that
$http_cookie is part of the proxy_cache_key, or nginx would return
cached pages (meant for a specific user who had previously logged in)
for any request.
I guess that I'd like NOT to cache any responses whose request included
a Cookie: header, but proxy_cache cannot work in a conditional section,
and I guess that there's a good reason for that.