Eu normalmente ...
location / {
index index.php index.html index.htm;
try_files $uri $uri/ /index.php?$args;
}
location ~ \.php$ {
try_files $uri =404;
fastcgi_split_path_info ^(.+\.php)(/.+)$;
fastcgi_pass_header Set-Cookie;
fastcgi_pass_header Cookie;
fastcgi_ignore_headers Cache-Control Expires Set-Cookie;
fastcgi_pass your_proxy;
fastcgi_index index.php;
include fastcgi.conf;
add_header X-Proxy-Cache-PHP $upstream_cache_status;
}