nginx nested location directive inheritance when applies and when does not

I know that I have to duplicate the proxy_pass in both locations below, do the proxy_set_headers also have to be duplicated?

location / {
  proxy_pass http://mywebfeservers;
  proxy_set_header  X-Real-IP  $remote_addr;
  proxy_set_header  X-Client-SSL  YES;
  proxy_set_header  X-Forwarded-For  $remote_addr;
  proxy_set_header  X-Forwarded-Host  $host;
  proxy_set_header  X-Forwarded-Port  443;
  proxy_set_header  X-Forwarded-Scheme  https;

  location /aaa {
    proxy_pass http://mywebfeservers;
    client_max_body_size 30M;
    proxy_set_header  X-Real-IP  $remote_addr;
    proxy_set_header  X-Client-SSL  YES;
    proxy_set_header  X-Forwarded-For  $remote_addr;
    proxy_set_header  X-Forwarded-Host  $host;
    proxy_set_header  X-Forwarded-Port  443;
    proxy_set_header  X-Forwarded-Scheme  https;
  }
}

Theoretically if you remove /aaa and leave / you should have the same effect.

If you need use the same configuration of proxy in diferente locations you can add the proxy config on a file.

Example:

1. Create file proxy.conf and add this lines

Add

proxy_set_header  X-Real-IP  $remote_addr;
proxy_set_header  X-Client-SSL  YES;
proxy_set_header  X-Forwarded-For  $remote_addr;
proxy_set_header  X-Forwarded-Host  $host;
proxy_set_header  X-Forwarded-Port  443;
proxy_set_header  X-Forwarded-Scheme  https;

2. Modify your configuration

    location / {
        proxy_pass http://mywebfeservers;
        include <your path>/proxy.conf
    }
    
    location /aaa {
       proxy_pass http://mywebfeservers;
       include <your path>/proxy.conf
    }

3. Reload your configuration

The main objetive is create a modular configuration (multiple files) that allow you modify single file to modify multiples points of your configuration.

Slightly rephrased from the comment by Ivan Shatsky on the question.

It is absolutely clearly documented at the very beginning of the proxy_set_header directive description.

These directives are inherited from the previous configuration level if and only if there are no proxy_set_header directives defined on the current level.