Nginx add_header for a 50* page

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http://serverfault.com – I'm currently trying to get nginx to add a header to the response when it is sending some kind of 50* error. I already have an add_header directive on the http block, and that gets respected for all requests except it seems errors. I also tried the following in one of my vhosts: location /mediocregopheristhecoolest { add_header X-Test "blahblahblah"; return 502; } Going to that page gives me a 502, but no header. Is this simply something nginx doesn't do, or am I doing it wrong (HowTos)