The Web-BaseUrl setting did work! I have removed the proxy_set_header directives in my Nginx configuration.
PS:\>install-module mranagios -Repository powershell-internal -Verbose
VERBOSE: Suppressed Verbose Repository details, Name = 'powershell-internal', Location =
'https://proget.domain.com/nuget/powershell-internal'; IsTrusted = 'True'; IsRegistered = 'True'.
VERBOSE: Repository details, Name = 'powershell-internal', Location =
'https://proget.domain.com/nuget/powershell-internal'; IsTrusted = 'True'; IsRegistered = 'True'.
VERBOSE: Using the provider 'PowerShellGet' for searching packages.
VERBOSE: Using the specified source names : 'powershell-internal'.
VERBOSE: Getting the provider object for the PackageManagement Provider 'NuGet'.
VERBOSE: The specified Location is 'https://proget.domain.com/nuget/powershell-internal' and PackageManagementProvider
is 'NuGet'.
VERBOSE: Searching repository 'https://proget.domain.com/nuget/powershell-internal/FindPackagesById()?id='mranagios''
for ''.
VERBOSE: Total package yield:'1' for the specified package 'mranagios'.
VERBOSE: Performing the operation "Install-Module" on target "Version '1.3.2' of module 'MrANagios'".
VERBOSE: The installation scope is specified to be 'AllUsers'.
VERBOSE: The specified module will be installed in 'C:\Program Files\WindowsPowerShell\Modules'.
VERBOSE: The specified Location is 'NuGet' and PackageManagementProvider is 'NuGet'.
VERBOSE: Downloading module 'MrANagios' with version '1.3.2' from the repository
'https://proget.domain.com/nuget/powershell-internal'.
VERBOSE: Searching repository 'https://proget.domain.com/nuget/powershell-internal/FindPackagesById()?id='MrANagios''
for ''.
VERBOSE: InstallPackage' - name='MrANagios',
version='1.3.2',destination='C:\Users\admin123\AppData\Local\Temp\2\889763007'
VERBOSE: DownloadPackage' - name='MrANagios',
version='1.3.2',destination='C:\Users\admin123\AppData\Local\Temp\2\889763007\MrANagios.1.3.2\MrANagios.1.3.2.nupkg',
uri='https://proget.domain.com/nuget/powershell-internal/package/MrANagios/1.3.2'
VERBOSE: Downloading 'https://proget.domain.com/nuget/powershell-internal/package/MrANagios/1.3.2'.
VERBOSE: Completed downloading 'https://proget.domain.com/nuget/powershell-internal/package/MrANagios/1.3.2'.
VERBOSE: Completed downloading 'MrANagios'.
VERBOSE: Hash for package 'MrANagios' does not match hash provided from the server.
VERBOSE: InstallPackageLocal' - name='MrANagios',
version='1.3.2',destination='C:\Users\admin123\AppData\Local\Temp\2\889763007'
VERBOSE: Validating the 'MrANagios' module contents under
'C:\Users\admin123\AppData\Local\Temp\2\889763007\MrANagios.1.3.2' path.
VERBOSE: Test-ModuleManifest successfully validated the module manifest file
'C:\Users\admin123\AppData\Local\Temp\2\889763007\MrANagios.1.3.2'.
VERBOSE: Validating the authenticode signature and publisher of the catalog file or module manifest file of the module
'MrANagios'.
VERBOSE: Catalog file 'MrANagios.cat' is not found in the contents of the module 'MrANagios' being installed.
VERBOSE: Checking for possible command collisions for the module 'MrANagios' commands.
VERBOSE: Module 'MrANagios' was installed successfully to path 'C:\Program
Files\WindowsPowerShell\Modules\MrANagios\1.3.2'.
Thanks again,
Espen Blikstad