Nginx proxy_pass keeps redirecting to localhost

I believe you need a separate server block for HTTP. For example:

server {
listen 80;

location / {
        proxy_redirect off;
        proxy_cache off;
        proxy_pass         http://127.0.0.1:5000;
        proxy_set_header   Host             $http_host;
        proxy_set_header   X-Real-IP        $remote_addr;
        proxy_set_header   X-Forwarded-For  $proxy_add_x_forwarded_for;
}
}

You would then remove listen 80; from the existing server block.

You could have multiple server blocks. So just add new server block for domains that need HSTS.

server {
    listen xx.xx.xxx.xxx:443 ssl default_server;

    # all ssl stuff
    # and other directives
}

server {
    listen xx.xx.xxx.xxx:443 ssl;
    server_name example.com other.example.com;

    # all ssl stuff
    # and other directives with HSTS enabled
}

Here first block will handle all https connections except example.com and other.example.com.

And you don't need ssl on directive if you have ssl flag in listen.

EDIT

There is another solution with only one server block:

map $scheme:$host $hsts_header {
    default "";
    https:example.com "max-age=31536000";
    https:other.example.com "max-age=31536000";
}

server {
    server_tokens off;

    listen xx.xx.xxx.xxx:80;
    listen xx.xx.xxx.xxx:443 ssl;

    ssl_certificate /etc/ssl/foo.crt;
    ssl_certificate_key /etc/ssl/private/foo.key;

    ssl_session_timeout 10m;

    # ... other ssl stuff

    location / {
        proxy_pass http://127.0.0.1:81;
        proxy_set_header X-Real-IP $remote_addr;
        proxy_set_header X-Forwarded-For $proxy_add_x_forwarded_for;
        proxy_set_header X-Forwarded-Proto $scheme;
        proxy_set_header X-Forwarded-Port $server_port;
        proxy_set_header Host $host;
        add_header X-XSS-Protection "1; mode=block";
        add_header Strict-Transport-Security $hsts_header;
    }
}

We use map to define HSTS header value and use the fact, than nginx will not add header with empty value.