After many hours of debugging, we finally found the actual cause of the problem. The error message was created by a client requesting nginx without a domain, for example. https://11.22.33.44/robots.txt . Then Nginx redirected the request to the IIS server, which did not have default sites associated with https for ip-alone requests.
The conclusion to the original question is that the peer actually refers to the upstream (IIS), since IIS is the one that cuts the connection.
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