How to return Nginx proxy back (Python)

Question

I used Nginx reverse proxy to “redirect” requests coming to localhost:80 to localhost:8085, where my python server is running it’s currently a web server written in Flask. And i need to do some transformations with that request and send it back to Nginx. I am not sure if i need to have a web server on port 8085. How can i script my server so it will proxy back to Nginx ? The general idea of doing this is to create a custom WAF(web application firewall).