You seem to have ignored the support template. 
Post your Nextcloud config (i.e. occ config:list system)
I have tried to adjust the Apache2 server in the container at Truenas where Nextcloud is running (as an app), but the settings are reset after each restart.
If HTTPS terminates on nginx and you have nginx serving as your reverse proxy in front of Nextcloud there is no need to mess with Apache.
Chances are it’s a mixture of trusted_proxies and/or overwrite* config values in your Nextcloud config (there are other possibilities however).
EDIT: Wait, are you referring to the setup checks under Administration settings->Overview? I was thinking you meant browser warnings. For the setup checks, your situation may have the same underlying cause as: HTTP Strict Transport enabled, but alert on Nextcloud 30 - #4 by jtr