Send full URL to backend server with proxy_pass

Question

I'd like to have Nginx act as a reverse proxy for a backend service, but the connection to the backend service must itself go through another proxy:

 [nginx] -> [HTTP proxy] -> [backend service]

It does not appear that Nginx has a way to configure that the outgoing connection passes through a proxy (e.g., the http_proxy environment variable is ignored).

But it might be sufficient to:

1. Set the proxy_pass destination to the HTTP proxy server address.

2. Convince Nginx send the complete target URL to the proxy as in GET http://backend/path/etc instead of just GET /path/etc.

I tried:

rewrite ^/prefix/(.*) http://backend/$1 break;
proxy_pass http://proxy;

which almost works, but the behavior of rewrite is that it stops processing and issues a redirect if the replacement begins with http://. (Code here).