Forbidden Access. CGI -apache

You need to specify the cgi handler for the file if you do not use ScriptAlias. IN the directory section, add something like

AddHandler cgi-script .cgi

This is what the documentation says:

Any file that has the handler cgi-script will be treated as a CGI script, and run by the server, with its output being returned to the client. Files acquire this handler either by having a name containing an extension defined by the AddHandler directive, or by being in a ScriptAlias directory.

Your problem is here:

location ~ \.php$ {
        proxy_set_header X-Real-IP  $remote_addr;
        proxy_set_header X-Forwarded-For $remote_addr;
        proxy_set_header Host $host;
        proxy_pass http://127.0.0.1:8080/;
}

You cannot use proxy_pass in a location that is not static. You should do it the other way around. Make a list of things that shall be loaded locally by nginx and then pass the location / using proxy_pass back to Apache.