- Choose to compile and install when installing nginx
- Fill in the parameters according to the screenshots and check the custom modules you need during installation.
--add-module=/www/server/ngx_modules/headers_more
mkdir /www/server/ngx_modules
cd /www/server/ngx_modules
wget https://github.com/openresty/headers-more-nginx-module/archive/refs/tags/v0.33.zip
unzip v0.33.zip
rm v0.33.zip
mv headers-more-nginx-module-0.33 headers_more


I followed the same topic structure as @aaPanel_Jose , I hope you don't mind 🙂.