Impossible to set proxy_set_header for default location

When setting `proxy_set_header` in a vhost, it will add those entries directly to the `server` although the documentation says it will be added to the default location. Since the headers are not passed on to the location, the location will be generated with the fault set, even if the given `proxy_set_header` does not include those.

This PR fixes both issues.

Travis fails because of unrelated issues.