Issue with proxy_set_header

I was having a problem where values I was setting using proxy_set_header
in higher directives were getting lost when trying to use
proxy_set_header in lower directives to add additional information.

Then I found this in the documentation, which explains the behavior I
was seeing:

“proxy_set_header directives issued at higher levels are only
inherited when no proxy_set_header directives have been issued at a
given level.”

The challenge I have, however, is that I really would like to be able to
use proxy_set_header at a lower level directive to ADD those headers
to headers I set in higher levels, rather than having this replace it.
Is there a way to do this or a directive to specify to override this
behavior, or perhaps another way to set the headers instead of using
proxy_set_header?

The reason for this is that I use include files in my configuration to
replicate common settings between my SSL and non-SSL areas of the site,
like this:

server {
listen 80;
server_name localhost;
include main.conf;
}

server {
listen 443;
server_name localhost;

    proxy_set_header        X-Protocol      https;

    ... ssl key and other config settings here ...

    include      main.conf;

 }

Then inside my main.conf I use proxy_set_header to set various headers,
proxy_pass and other common nginx configs.

So as you can see from the above, I want to have common headers set in
main.conf but still be able to add some custom headers (such as
X-Protocol shown in the sample above).

Is there a workaround or a better approach to this? Thank you!!