Proxying files using nginx?

Good day, there is a need to proxy files that are bound to the ip address of the server. For the query on the client, the latter bind to a 404 error.
This: installed nginx, location view site.ru/p/
What you need to do to file was proxied, but rather music that is making the request site.ru/p/https://site2.ru/1/2/3.mp3?bla=bla, and nginx in turn gives the client a specific file without downloading. Have done similar in php, but as for me the load is not particularly powerful dev high. Is there a possibility to realize such only by means of nginx ?
March 19th 20 at 08:51
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