Nginx reverse proxy and SAAS application

I've set up a reverse proxy with nginx in front of a vendor's SAAS application hosted on a windows server. It's an accounting app which downloads and launches an exe on the user's computer.

It runs fine with nginx but I run into an error when I try to open a PDF document from the SAAS application (PDF is stored on the windows server and you can open it from the app. It launches a new tab in the web browser and allows you to download the file).

With the reverse proxy set I get the following error when trying to open the PDF document :

{"Message":"An error has occured"}

Here is the part of my nginx conf concerning this app :

        location ~* ^/MyService/(.*) {
            proxy_set_header IP $remote_addr;
            proxy_set_header X-Forwarded-For $proxy_add_x_forwarded_for;
            proxy_pass https://windows-server;
            proxy_redirect default;
            proxy_buffering off;
    }

To be precise, when opening the PDF document, the following URL is opened :

https://my-website.com/MyService/api/v1/Ged/Documents/703591/fichier/?UUID=XXXXXXXXXXXXXXXXXXXXXXXXX&CNX=CNX

-> This URL returns a 500 error in nginx logs and the following error on the windows server logs :

Validate UUID. Security violation linked to this session

Has anyone got any pointers ? I've already contacted my vendor but this is apparently the first time one of their customers has tried putting a reverse proxy in front of their app...