nginx serves all .js/.css but not .html

Been a long time apache user, and serving static files .html, .js, .css in various subdirectories using reverse proxy is very simple.

For example, I can serve all the following with simply a DocumentRoot:
https://server/dir1/dir5/style.css

https://server/dir1/dir4/theme4.html

https://server/dir1/dir4/a.jpg

https://server/dir1/dir6/theme6.html

https://server/dir2/theme_template.html

TEST
  |
  |--->dir1
  |       |------->dir5
  |       |         |----> style.css
  |       |
  |       |-------->dir4
  |       |          |----> a.jpg
  |       |          |----> b.jpg
  |       |          |----> theme4.html
  |       |-------->dir6
  |                  |----> a.jpg
  |                  |----> b.jpg
  |                  |----> theme6.html
  |   
  |--->dir2
  |        |----->Web.xml
  |        |----->theme_template.html
  |
  |--->dir3
         |---->login.js

My issue with Nginx is the opposite of all posts below; I can get .js, .css, .whatever, but not .html!

The above directories is in a reverse proxy Ngnix.

how to make NGINX serve static content like .js, .css, .html?

Nginx fails to load css files

How to serve HTML from multiple JS, CSS directory in nginx

NGINX does not serve js and css files while serving html

nginx not serving css/js images

Nginx cannot serve css or js

Talking directly to the reverse proxy server I can get all .html, .css, .js, .jpg files with no problem.

The problem is when I talk to the proxy server. In my case I can get all .css, .js, .jpg with no problem. Only .html files fails!

Using:

https://server/dir1/dir4/theme4.html

in web browsers I get 405 Method Not Allowed and a 404 Not Found, and it fails in CORS preflight, with OPTION and GET.

It seems that I must specify each dir1, dir5, dir4, dir6, dir2, dir3 in Nginx’s location block?!

I tried:

    location ~* .(html)$ {
            root /var/www/html/TEST;
            #try_files $uri $uri/ /dir1$uri /dir1/diy4$uri /dir1/dir4/dir6$uri =404;
    }

    location / {
            proxy_no_cache $http_pragma $http_authorization;
            #try_files $uri $uri/ =404;
            include /etc/nginx/mime.types;
    }

Also in Nginx server block I have:

    add_header Access-Control-Request-Methods 'GET, OPTIONS' always;

I have no idea how to make this simple serving of static files work…

Please help.