Using redirect() on https:// site handled by Flask -> Gunicorn -> Nginx redirects me to http

And this might be hard to notice as we usually configure Nginx to also redirect all http requests to https, so at the end you end up on correct link, but going through http is not nice and it can also break CORS as I was told.

There are two parts of the problem.

First, Nginx need to set certain headers when proxying application running in Gunicorn (e.g. see them in Deploying Gunicornbehind Nginx):

proxy_set_header    Host                $host;
proxy_set_header    X-Real-IP           $remote_addr;
proxy_set_header    X-Forwarded-For     $proxy_add_x_forwarded_for;
proxy_set_header    X-Forwarded-Proto   $scheme;
proxy_set_header    X-Forwarded-Host    $http_host;
proxy_pass  http://my_app;

Second, Flask app needs to know to use content of these headers to overwrite normal request metadata (it is called Proxy Fix and brought to us by Werkzung which is a Flask's dependency):

from flask import Flask
from werkzeug.middleware.proxy_fix import ProxyFix

app = Flask(__name__, instance_relative_config=True)
app.wsgi_app = ProxyFix(app.wsgi_app, x_for=1, x_proto=1, x_host=1)

Obligatory note: see the docs linked above as these numbers are actually important from security point of view.