nginx to not modify query only redirect for reverse proxy

I have to put a nginx reverse proxy in front of a web service for TLS termination which does 302 redirection only with query part of the URI:

GET /path/to/document?query=1
Host: 127.0.0.1

Returns 302 with 
Location: ?query=2

nginx always builds the full URI but omitting the document, therefore the redirects don't work

GET /path/to/document?query=1
Host: example.com

Returns 302 with 
Location: https://example.com/path/to/?query=2

I tried with proxy_redirect off;, but that doesn't change anything. What am I doing wrong?

Here's the config I currently use:

location / {
    client_max_body_size 50M;
    proxy_set_header Upgrade $http_upgrade;
    proxy_set_header Connection "upgrade";
    proxy_set_header Host $http_host;
    proxy_set_header X-Real-IP $remote_addr;
    proxy_set_header X-Forwarded-For $proxy_add_x_forwarded_for;
    proxy_set_header X-Forwarded-Proto $scheme;
    proxy_set_header X-Forwarded-Ssl on;
    proxy_set_header X-Frame-Options SAMEORIGIN;
    proxy_pass http://ip.of.the.host/;
    proxy_redirect off;
}

I could set proxy_redirect ~\?(.*)$ https://example.com/path/to/document?$1; but I'm sure I'll break something else.

How can I make nginx to just reply with the same Location path the upstream server does?