Improve the Nginx `auth_request` example (#2278)

* The `X-Forwarded-Uri` was required to bypass authentication

- Fix the `skip_auth_routes` option not working in Nginx

* Add tests for allowed requests with proxied `X-Forwarded-Uri` header

* Avoid nginx startup failure: host not found in upstream "oauth2-proxy"

* The `--reverse-proxy` option is required for nginx

* Update the change logs

* Use the authOnlyPath constant

* Remove the unused header `X-Scheme`