Üstünden çok geçmiş belki sonra görenlere faydası olur. Her istek için ayrı location tanımlamanız gerekiyor, aşağıdaki gibi düzgün çalışacaktır.

server {
    listen 80;
    server_name example.com;
error_page 404 /app/$host/page.tgx;

    location / {
        proxy_pass http://11.11.11.11:3000/example.com;
        proxy_http_version 1.1;
        proxy_set_header Upgrade $http_upgrade;
        proxy_set_header Connection 'upgrade';
        proxy_set_header Host $host;
        proxy_cache_bypass $http_upgrade;
    }

    location /activity {
        proxy_pass http://11.11.11.11:3000/example.com/activity;
        proxy_http_version 1.1;
        proxy_set_header Upgrade $http_upgrade;
        proxy_set_header Connection 'upgrade';
        proxy_set_header Host $host;
        proxy_cache_bypass $http_upgrade;
    }
}

server {
    listen 80;
    server_name loremipsum.com;
error_page 404 /app/$host/page.tgx;

    location / {
        proxy_pass http://11.11.11.11:3000/loremipsum.com;
        proxy_http_version 1.1;
        proxy_set_header Upgrade $http_upgrade;
        proxy_set_header Connection 'upgrade';
        proxy_set_header Host $host;
        proxy_cache_bypass $http_upgrade;
    }

    location /activity {
        proxy_pass http://11.11.11.11:3000/loremipsum.com/activity;
        proxy_http_version 1.1;
        proxy_set_header Upgrade $http_upgrade;
        proxy_set_header Connection 'upgrade';
        proxy_set_header Host $host;
        proxy_cache_bypass $http_upgrade;
    }
}