As it seams that managing headers within wordpress can be problematic, an other way to bypass proxy cache could be to add a &no-cache to the query string, would make it easy to spot.
When I looked in the php I did see that things had changed in wp4.5 on how those options where stored/retrieved
But I then realized that the permalink selection seems to be integrated into wp4.5 and that for that feature I didn’t need the plugin no more.