nginx default error page stopped working for some reason

davidhq asked:

This used to work:

server {
  server_name example.com;

  location / {
    proxy_pass http://localhost:8888;
    error_page 502 /502.html;
  }

  location = /502.html {
    root /var/www/example;
  }
}

Now suddenly it doesn’t anymore… I don’t know what changed ?

I get 404 instead of displayed /var/www/example/index.html in case port 8888 doesn’t respond…

How to make this work again?
thank you