Solved it.
Had to add the following into my nginx reverse proxy configuration location blocks for wordpress …
proxy_set_header X-Custom-Referrer $scheme://$host/blog$uri;
The issue was that when I hit the Publish button the browser sends a request for edit.php. The request header contains the “referer” parameter which was incorrect. The above addition corrects this header, to add “/blog/” into the uri before it’s passed on to the back-end server.