proxy_pass variable + internal redirects

It seems that Nginx can't support redirects when proxy_pass is set to variable. Is there a way to achieve this functionality e.g. somehow chain servers or other workaround? What is the reason why this is not supported?

.conf is:

proxy_pass $var;
proxy_redirect default;

Error message I get is:

nginx: [emerg] "proxy_redirect default" cannot be used with "proxy_pass" directive with variables