Adding location-block to cache files makes those files return 404 in Nginx

Question

I want to cache some static files using Nginx. But I somehow can't get it to work.

This is my nginx.conf:

user www-data;
worker_processes auto;
pid /run/nginx.pid;
include /etc/nginx/modules-enabled/*.conf;

events {
    worker_connections 768;
    #multi_accept on;
}


http {

    #GZIP
    gzip on;
    gzip_vary on;
    gzip_proxied any;
    gzip_comp_level 6;
    gzip_buffers 16 8k;
    gzip_http_version 1.1;
    gzip_min_length 256;
    gzip_types application/javascript application/json application/ld+json application/xml font/eot font/otf font/ttf text/css text/javascript text/plain text/xml;

    # SERVERS
    server {
            listen      80;

        server_name example.com;
        if ($http_host ~* ^www\.(.*)$ )
        {
            return 301 https://$1$request_uri;
        }

        return 301 https://$http_host$request_uri;
    }
    server {
        listen 443 ssl;

        if ($http_host ~* ^www\.(.*)$ )
        {
            return 301 $scheme://$1$request_uri;
        }


        #SSL
        ssl_certificate /root/.acme.sh/example.com/fullchain.cer;
        ssl_certificate_key /root/.acme.sh/example.com/example.com.key;

        server_name example.com;

        # Pass all traffic to my webapplication
        location / {
            proxy_set_header Host $host;
            proxy_pass http://localhost:8080;
        }

        #Browser caching
        location ~* \.(js|css)$ {
            expires 180d;
            add_header Pragma "public";
            add_header Cache-Control "public";
        }
        location ~* \.(jpg|jpeg|png|webp|woff|woff2|ttf)$ {
            expires 365d;
            add_header Pragma "public";
            add_header Cache-Control "public";
        }

    }
}

The problem relies in the part "Browser caching". When enabling this block of code my site loads, but all the css-files, javascript-files and images return a 404. It's like those files are ignoring my location /.

I was able to solve this issue by copy/pasting

proxy_set_header Host $host;
proxy_pass http://localhost:8080;

in all my location-blocks, but that is not really elegant, and actually made my site feel a lot slower...

I also tried to move the two location-blocks for the browser caching in the block location \ so the latter would act as 'parent'. But that did not chance the behavior of images etc. returning 404.

How would I configure the caching of static files in Nginx?