If it's not in the %ENV then it's probably not passing it which means it's an nginx question not a Perl one. This is where I'd start—proxy_cookie_domain—and read everything related to cookies in the other proxy module docs.
Update: since you didn't give details I'll add nginx out of the box does not support CGI.
In reply to Re: getting cookies from nginx set as proxy
by Your Mother
in thread getting cookies from nginx set as proxy
by Artimus
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