Fetching an audio inside a lesson causes net::ERR_UNEXPECTED_PROXY_AUTH

After the recent Moodle update I received the request that audios in lessons are no longer available.

When I edit the lesson the audio is available and I can play it. But on the lesson preview I cannot load the audio. Instead I get the following response in debug toolbar

(failed) net::ERR_UNEXPECTED_PROXY_AUTH

No more data, headers or response code there.

As far as I understood there's some proxy auth issue there.
When I look at Nginx access.log I see the following request

31.202.155.58 - - [20/Jan/2026:08:13:14 +0000] "GET /pluginfile.php/11930/qtype_wordselect/questiontext/9366/1/131907/lesson15.mp3 HTTP/1.1" 407 130624 "https://study.drzewo.ua/mod/quiz/attempt.php?attempt=8178&cmid=11348" "Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/143.0.0.0 Safari/537.36"

I have added the following config to the config.php but it didn't help

$CFG->xsendfile = 'X-Accel-Redirect'; $CFG->xsendfilealiases = array( '/dataroot/' => $CFG->dataroot, );

Any Idea what the core problem it may be?