So, yesterday I had a question how to install the wordpress in the \"/root\" directory. I wasn\'t very successful in that one and I forgo\'ed on that one.
So, right
I had a similar problem using Nginx as a reverse proxy for Apache.
After a few hours I found out it was caused by the $_SERVER["REQUEST_URI"] being set to index.php by Nginx instead of the actual url and Wordpress was trying to remove index.php by redirecting to the url without index.php in wp-includes/canonical.php.
The solution for me is using something like this,
proxy_pass http://111.111.111.111:8080$request_uri;
So adding the $request_uri fixed it.