default

server {
	listen 80 default_server;
	listen [::]:80 default_server;

	root /var/www/html;

	index index.html index.htm index.nginx-debian.html;

	server_name _;

        autoindex on;
	location / {
		try_files $uri $uri/ =404;
	}

        location /widget-embed {
                alias /var/www/html;
        }

        location /widget-noembed {
                add_header X-Frame-Options DENY;
                alias /var/www/html;
        }

        location /widget-redirect-noembed {
                return 301 $scheme://$host/widget-noembed;
        }

        location /widget-redirect-missing {
                return 301 $scheme://$host/bad-wolf;
        }

        location /widget-redirect-noembed-reverse {
                add_header X-Frame-Options DENY;
                return 301 $scheme://$host/widget-embed;
        }
}

test-redir.go

package main

import (
	"fmt"
	"net/http"
)

func test(url string) {
	r, err := http.Head(url)
	fmt.Printf("res: %+v; err: %+v\n\n", r, err)
}

func main() {
	test("http://synapse.local/widget-embed")
	test("http://synapse.local/widget-noembed")
	test("http://synapse.local/widget-redirect-embed")
	test("http://synapse.local/widget-redirect-noembed")
	test("http://synapse.local/widget-redirect-noembed-reverse")
}

test.out

// Allows embed, no DENY
res: &{Status:200 OK StatusCode:200 Proto:HTTP/1.1 ProtoMajor:1 ProtoMinor:1 Header:map[Accept-Ranges:[bytes] Connection:[keep-alive] Content-Length:[612] Content-Type:[text/html] Date:[Wed, 23 Oct 2019 14:35:23 GMT] Etag:["5db05eaf-264"] Last-Modified:[Wed, 23 Oct 2019 14:07:43 GMT] Server:[nginx/1.15.9 (Ubuntu)]] Body:{} ContentLength:612 TransferEncoding:[] Close:false Uncompressed:false Trailer:map[] Request:0xc0000c8100 TLS:<nil>}; err: <nil>

// Does not allow embed, has DENY
res: &{Status:200 OK StatusCode:200 Proto:HTTP/1.1 ProtoMajor:1 ProtoMinor:1 Header:map[Accept-Ranges:[bytes] Connection:[keep-alive] Content-Length:[612] Content-Type:[text/html] Date:[Wed, 23 Oct 2019 14:35:23 GMT] Etag:["5db05eaf-264"] Last-Modified:[Wed, 23 Oct 2019 14:07:43 GMT] Server:[nginx/1.15.9 (Ubuntu)] X-Frame-Options:[DENY]] Body:{} ContentLength:612 TransferEncoding:[] Close:false Uncompressed:false Trailer:map[] Request:0xc000114100 TLS:<nil>}; err: <nil>

// Allows embed, redirects to allow embed, allows embed, no DENY
res: &{Status:404 Not Found StatusCode:404 Proto:HTTP/1.1 ProtoMajor:1 ProtoMinor:1 Header:map[Connection:[keep-alive] Content-Length:[162] Content-Type:[text/html] Date:[Wed, 23 Oct 2019 14:35:23 GMT] Server:[nginx/1.15.9 (Ubuntu)]] Body:{} ContentLength:162 TransferEncoding:[] Close:false Uncompressed:false Trailer:map[] Request:0xc00014c000 TLS:<nil>}; err: <nil>

// Allows embed, redirects to disallow embed, does not allow embed, has DENY
res: &{Status:200 OK StatusCode:200 Proto:HTTP/1.1 ProtoMajor:1 ProtoMinor:1 Header:map[Accept-Ranges:[bytes] Connection:[keep-alive] Content-Length:[612] Content-Type:[text/html] Date:[Wed, 23 Oct 2019 14:35:23 GMT] Etag:["5db05eaf-264"] Last-Modified:[Wed, 23 Oct 2019 14:07:43 GMT] Server:[nginx/1.15.9 (Ubuntu)] X-Frame-Options:[DENY]] Body:{} ContentLength:612 TransferEncoding:[] Close:false Uncompressed:false Trailer:map[] Request:0xc00014c100 TLS:<nil>}; err: <nil>

// Disallows embed, redirects to allow embed, allows embed, no DENY
res: &{Status:200 OK StatusCode:200 Proto:HTTP/1.1 ProtoMajor:1 ProtoMinor:1 Header:map[Accept-Ranges:[bytes] Connection:[keep-alive] Content-Length:[612] Content-Type:[text/html] Date:[Wed, 23 Oct 2019 14:35:23 GMT] Etag:["5db05eaf-264"] Last-Modified:[Wed, 23 Oct 2019 14:07:43 GMT] Server:[nginx/1.15.9 (Ubuntu)]] Body:{} ContentLength:612 TransferEncoding:[] Close:false Uncompressed:false Trailer:map[] Request:0xc0000c8600 TLS:<nil>}; err: <nil>