I don't think that is technically possible because of the way that whole
http thing works. Browser expects to get reply's from the server they
requested information from. They don't open ports and wait for servers to
connect to them. Also, web server doesn't connect to anyone, they just open
ports and wait until some browser ask some information. So, what you asking
is not technically possible.
I have a question about nginx configured as a load-balancer. Usually,
when HTTP requests are balanced to a back-end server, the HTTP reply is
sent back to the client through the load-balancer. Is this also the case
for nginx, or is it also possible to configure nginx that the backend
server will directly respond to the client? I wonder...