pass cookie from http response via nginx reverse proxy

Question

I have a problem with passing my cookie when I'm running an nginx as a proxy (in a docker container). Here is my configuration of my nginx proxy:

    location /test {
            proxy_pass http://test-backend:8080;
            proxy_set_header X-Real-IP $remote_addr;
            proxy_set_header X-Forwarded-For $proxy_add_x_forwarded_for;
            proxy_set_header Host $http_host;
    } 

When I run my backend without the proxy I have the cookie in my response. However, if I run it using the proxy the cookie is not being passed through the proxy. What kind of setting am I missing?