Short update in case its still relevant or somebody stumbles over this post:
Yesterday I had a call with a customer who also used nginx as proxy and had the same issue.
We found that the nginx default request URL length was too short to allow for the download request that REI3 does for CSV files.
After setting the nginx setting large_client_header_buffers 12 64k;, we could successfully export CSV files.
Nginx is by default setup for websites, REI3 is a complex application and CSV downloads require a lot of parameters that can apparently easily exceed the default URL length nginx uses.