Few month ago I had a problem with a custom HTTP header named "SESSION_ID", not been transfered by nginx proxy.
I've been told that underscores are prohibited according to RFC of HTTP protocol.
RFC2616 section 4.2 says
follow the same generic format as that given in Section 3.1 of RFC 822 
and RFC822 says
The field-name must be composed of printable ASCII characters (i.e., characters that have values between 33. and 126., decimal, except colon)
underscore is 95 decimal character in ASCII table (belongs to 33-126 range). What am I missing?