nginx - add_header gets overwritten - nginx

Question

I'm having a very hard time understanding exactly when nginx overwrites my add_header directives.
I have the following:
include /etc/nginx/vhost.d/ihc.example.com;
location = /auth {
proxy_pass http://sso.example.com/auth/login;
proxy_pass_request_body off;
proxy_set_header Content-Length "";
proxy_set_header X-Original-URI $request_uri;
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;
}
location / {
auth_request /auth;
auth_request_set $saved_set_cookie $upstream_http_set_cookie;
add_header Set-Cookie $saved_set_cookie; #I don't see this header in the response
proxy_pass http://ihc.example.com;
include /etc/nginx/vhost.d/ihc.example.com_location;
}
The problem I'm having is that the auth_request_set $saved_set_cookie $upstream_http_set_cookie; cookie doesn't appear in the response.
Now if I remove the include /etc/nginx/vhost.d/ihc.example.com_location; line, it will appear, but this file contains a shared CORS fix that I would really, really like to keep:
if ($cors = 'trueGET') {
add_header 'Access-Control-Allow-Origin' $http_origin; #I see this header in the response
[...]
How can I achieve both without having to repeat the CORS headers in every location? And what is causing this to become overwritten? As I read the documentation, location should overwrite server, but in this case, what is causing this new "scope"?

Answer 1

I finally found the root cause of my issue:
Ifs are evil
Apparently, using if statements in location blocks leads to unspecified behaviours. Unfortunately for me, this means rethinking my entire setup, and potentially switching to OpenResty instead.