The short answer that directly addresses your question, in your nginx config, add lines like this:
proxy_set_header X-My-Custom-Param-1 $whatever_variable_you_want_to_pass;
And to read that in your express route handler function,
req.get('X-My-Custom-Param-1');
However, if you explain the larger problem you are trying to solve and the specific value(s) you think you need to pass, we can give specific help if. It's likely you are solving a solved problem poorly. I haven't seen any real-world use case where such a setup was necessary.