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I was trying a new deployment using Nginx => Gunicorn => Uvicorn.
The app serves some websocket endpoints using Starlette.
I was getting 404 errors for every connection and didn't get any logging explaining what was happening.
After some debugging I found out that the Connection/Upgrade headers need to be set explicitly in the Nginx config, otherwise Nginx assumes that they shouldn't be forwarded.
More info: https://nginx.org/en/docs/http/websocket.html