In general, such not possible from web server. 401 is a response at front end plus gives HTTP WWW-Authenticate response header. Develop web application according to need or edit 401 file. HTTP 401 has RFC specification. Users, browsers should understand the message. Nginx doc described how 401 will be handled.
Nginx community edition's auth_request
will only process if the subrequest returns HTTP 200, else for 401 will not redirect more than to 401 by default, other headers will not be process the response to protect the application & the users. Nginx community edition not even support all features of HTTP/2. It can go worser.
Apache2 web server has full HTTP/2 support and custom 401 location in auth module and works only on few browsers. Few browsers allow Apache2 to do that perfectly. Others show fail to load page. On Stack Exchange networks's various subdomains peoples asked before for Apache2 to make it working for all the browsers.
Hardly you can redirect on Nginx :
error_page 401 /401.html;
location ~ (401.html)$ {
alias /usr/share/nginx/html/$1;
}
Another way may be using reverse proxy with another server like peoples talking here on Github. I can not give warranty of failure of loading page.