How to set fastcgi_keep_conn on for a specific location?

Question

Nginx

Good afternoon!
How to set fastcgi_keep_conn on for a specific location?
With this config, it gives 404 for /sse-stream

location / {
      try_files $uri $uri/ /index.php$is_args$args;
    }

location /sse-stream {
      fastcgi_keep_conn     on;
      gzip                 off;
      proxy_buffering      off;
    }

location ~ \.php$ {
      try_files        $uri =404;
      fastcgi_pass     unix:/Applications/MAMP/Library/logs/fastcgi/nginxFastCGI.sock;
      fastcgi_param    SCRIPT_FILENAME $document_root$fastcgi_script_name;
      include          fastcgi_params;
    }