How to correctly set up gzip compression when two Nginx are in the chain?

Question

Nginx

There are two servers:
1) Nginx with a white IP, which proxies to a gray IP - 192.168.1.33
2) Nginx 192.168.1.33, which already directly works with php-fpm
Question: how to configure gzip compression in this case?
And what should be the lines about this on the 1st and on the 2nd server?

Answer 1

on the second gzip off;
on the first gzip on;
why on gray nginx?