How to change the returned header in nginx?

Question

Nginx

Status Code: 301 Moved Permanently
Remote Address: xxxx:80
Request URL: http://xxxx/link1/link2
Location: http://yyyy/link1/link2/

We have such a situation. IIS returns like this if the link is without a slash.
Those. test.com/aaa => test.com/aaa
As far as I know, removing this without perversions will not work.
Therefore, one of 2 options is suitable:
1) replacing the redirect address in nginx
2) if such a redirect occurs, then we return a 404 error. We
are interested in the most optimized option