Cache bypass and headers from nginx

Hello, I’m using a rule cache bypass with my static contents and I don’t want caching nothing in Cloudflare, for example my folder /images/*. So, my problem is images header, because when I activate the Cloudflare rule bypass, all header from my nginx are erase and I can’t put any expires time and max-age because the browser don’t receive nothing.
If I change the cloud in the dns section to DNS only all the headers going correctly but I would like use the cloud in HTTP proxy and put the rule bypass in my images folder, but keeping the headers from my nginx. What rule I need or what change?

Did you ever get this worked out? If not, feel free to respond and maybe someone can come up with the answer.