nginx & PHP-FPM / Connection header

I have PHP-FPM running behind an nginx server. One PHP script needs to transmit data and continue some more or less lengthy processing, thus it flushes all buffers and sends a "Connection: Close" header.

However nginx converts this header to a keep-alive. Is there any method to tell nginx that the script really means it, without tampering with the nginx configuration (that I don't have access to)?

Found nothing on the net until now, at least nothing that worked.

Thanks for helping out, best regards,
Ernest