NGINX as forward proxy for https to another proxyserver

We have an application server on intranet that needs to access different 3th party API's (https). In between there is a proxy server (which we don't support) to access this 3th party. This works fine but due to limitation on the standard application software we can only send 1 outgoing certificate. So we can make it work for 1 3th party API but not the other ones.

I'm trying now to install an nginx server between them and configure nginx as a forward proxy to the other proxy server. So basically it will be: application -> nginx -> proxyserver -> 3th party

I tried several different configurations already but still without any success My latest config now is:

server {
  listen 80;

  resolver 8.8.8.8;

  #forward proxy for CONNECT request
  proxy_connect;
  proxy_connect_allow            443 563;
  proxy_connect_connect_timeout  10s;
  proxy_connect_read_timeout     10s;
  proxy_connect_send_timeout     10s;
  #proxy_connect_address X.X.X.X:PORT;
  proxy_connect_bind $remote_addr transparent;

location /api1 {

    proxy_pass http://X.X.X.X:PORT;

    proxy_ssl_certificate     api1.crt;
    proxy_ssl_certificate_key api1.key;            
  }

location /api2 {

    proxy_pass http://X.X.X.X:PORT;

    proxy_ssl_certificate     api2.crt;
    proxy_ssl_certificate_key api2.key;            
  }

First of all when trying to curl the request

curl --proxy xxxx:80 -X POST -d .... https://3thparty.com/api/request

I receive an SSL Connect error.

And I don't even know if it would be possible to send a different certificate to the other 3th party. Does someone have an idea how to fix this? Or a suggestion for another solution? Much appreciated!