Jenkins: How to configure Jenkins behind Nginx rev

I am trying to set up a Jenkins master and a Jenkins slave node where the Jenkins Master is behind Nginx reverse proxy on a different server with SSL termination. The nginx configuration is as following:

upstream jenkins {
  server <server ip>:8080 fail_timeout=0;
}

server {
  listen 443 ssl;
  server_name jenkins.mydomain.com;
  ssl_certificate /etc/nginx/certs/mydomain.crt;
  ssl_certificate_key /etc/nginx/certs/mydomain.key;

  location / {
    proxy_set_header        Host $host:$server_port;
    proxy_set_header        X-Real-IP $remote_addr;
    proxy_set_header        X-Forwarded-For $proxy_add_x_forwarded_for;
    proxy_set_header        X-Forwarded-Proto $scheme;
    proxy_redirect          http:// https://;
    proxy_pass              http://jenkins;
  }
}

server {
  listen 80;
  server_name jenkins.mydomain.com;
  return 301 https://$server_name$request_uri;
}

The TCP port for JNLP agents is set as 50000 in Jenkins master Global Security configuration. Port 50000 is set to be accessible from anywhere on the host machine.

The JNLP slave is launched with the following command:

java -jar slave.jar -jnlpUrl https://jenkins.mydomain.com/computer/slave-1/slave-agent.jnlp -secret <secret>

The JNLP slave fails to connect to the configured JNLP port on the master:

INFO: Connecting to jenkins.mydomain.com:50000 (retrying:4)
java.net.ConnectException: Connection timed out
        at java.net.PlainSocketImpl.socketConnect(Native Method)
        at java.net.AbstractPlainSocketImpl.doConnect(AbstractPlainSocketImpl.java:350)
        at java.net.AbstractPlainSocketImpl.connectToAddress(AbstractPlainSocketImpl.java:206)
        at java.net.AbstractPlainSocketImpl.connect(AbstractPlainSocketImpl.java:188)
        at java.net.SocksSocketImpl.connect(SocksSocketImpl.java:392)
        at java.net.Socket.connect(Socket.java:589)
        at java.net.Socket.connect(Socket.java:538)
        at hudson.remoting.Engine.connect(Engine.java:400)
        at hudson.remoting.Engine.run(Engine.java:298)

What is the configuration required for the JNLP slave to connect to the Jenkins master?

The JNLP port seems to use a binary protocol, not a text-based HTTP protocol, so unfortunately it can't be reverse-proxied through NGINX like the normal Jenkins pages can be.

Instead, you should:

Configure Global Security > Check "Enable security" and set a Fixed "TCP port for JNLP slave agents". This will cause all Jenkins pages to emit extra HTTP headers specifying this port: X-Hudson-CLI-Port, X-Jenkins-CLI-Port, X-Jenkins-CLI2-Port.
Allow your fixed TCP JNLP port through any firewall(s) so CLI clients and JNLP agents can directly reach the Jenkins server on the backend.
Set the system property hudson.TcpSlaveAgentListener.hostName to the hostname or IP address of your Jenkins server on the backend. This will cause all pages to emit an extra HTTP header (X-Jenkins-CLI-Host) containing this specified hostname. This tells CLI clients where to connect, but supposedly not JNLP agents.
For each of your build slave machines in the list of nodes at jenkins.mydomain.com/computer/ that uses the Launch method "Launch slave agents via Java Web Start", click the computer, click Configure, click the Advanced... button on the right side under Launch method, and set the "Tunnel connection through" field appropriately. Read the question mark help. You probably just need the "HOST:" syntax, where HOST is the hostname or IP address of your Jenkins server on the backend.

References:

https://issues.jenkins-ci.org/browse/JENKINS-11982
https://support.cloudbees.com/hc/en-us/articles/218097237-How-to-troubleshoot-JNLP-slaves-connection-issues-with-Jenkins
https://wiki.jenkins-ci.org/display/JENKINS/Jenkins+CLI