var/log/lb/<lb-id>/logs/error.log
yyyy/mm/dd hh:mm:ss [info] * client sent invalid request while reading client request line, client: <IP address>, server: , request: "CONNECT <Destination>:443 HTTP/1.1"
yyyy/mm/dd hh:mm:ss [debug] * http finalize request: 400, "?" a:1, c:1
...
yyyy/mm/dd hh:mm:ss [debug] * HTTP/1.1 400 Bad Request
Server: NSX LB
Date: <Date>
Content-Type: text/html
Content-Length: <length>
Connection: close
Nginx does not support the HTTP CONNECT method. The NSX Load Balancer is based on the Nginx, therefore such requests cannot be handled by the Layer 7 Load Balancer.
If the HTTP CONNECT requests in the traffic are required, the Layer 4 Load Balancer can be used to avoid 400 Bad Request response codes.