Nginx – How to check for the existence of a response header in Nginx rules

I don't understand why you'd want to change this. Vary: tells any caching proxy that it can not rely purely on the URL to cache the result and that it also needs to take into account of the Accept-Encoding: header too. This is the correct behaviour. You are going to get a different response if your client says it can deal with compressed responses or not. Without this header, a cache may attempt to send a compressed response to a client that can't handle it.

Woot! Got it.. It was pretty much what I suspected in my edit, I had to basically do the regex filename check in my sole location {} instead of making an alternative one.

    location / { 
            root /www/site.org/public/;
            index index.html;

            if ($request_filename ~* ^.*?/([^/]*?)$)
            {
                set $filename $1; 
            }

            if ($filename ~* ^.*?\.(eot)|(ttf)|(woff)$){
                add_header Access-Control-Allow-Origin *;
            }
    }