ngx.location.capture + proxy_pass == stuck, no response

I have two locations like this:

location ~* ^/proxy_test/(.*?)/(.*) {
    proxy_pass_request_headers off;
    proxy_pass http://$1/$2;
}

location ~* ^/test/(.*?)/(.*) {
    set $a $1;
    set $b $2;
    content_by_lua '
    local url = "/proxy_test/" .. ngx.var.a .. "/" .. ngx.var.b
    res = ngx.location.capture(url)
    ngx.say(res.status)
  ';
}

Then I make a request to test/static.adit.io/guitar.jpg. This should:

1. make a subrequest to /proxy_test/static.adit.io/guitar.jpg, which will download the image and serve it
2. the response gets saved to res
3. the status gets printed out.

However, this request never finishes. Turning debugging on, here's what I see:

The subrequest gets made:

2014/08/22 23:56:33 [debug] 36366#0: *4 http proxy header:
"GET /guitar.jpg HTTP/1.0
Host: static.adit.io
Connection: close

A response is received:

2014/08/22 23:56:33 [debug] 36366#0: *4 recv: fd:39 214 of 4096
2014/08/22 23:56:33 [debug] 36366#0: *4 http proxy status 200 "200 OK"
2014/08/22 23:56:33 [debug] 36366#0: *4 http proxy header: "Server: nginx/1.2.3"
2014/08/22 23:56:33 [debug] 36366#0: *4 http proxy header: "Date: Fri, 22 Aug 2014 23:56:33 GMT"
2014/08/22 23:56:33 [debug] 36366#0: *4 http proxy header: "Content-Type: image/jpeg"
2014/08/22 23:56:33 [debug] 36366#0: *4 http proxy header: "Content-Length: 641458"
2014/08/22 23:56:33 [debug] 36366#0: *4 http proxy header: "Last-Modified: Wed, 02 Jul 2014 04:30:27 GMT"
2014/08/22 23:56:33 [debug] 36366#0: *4 http proxy header: "Connection: close"
2014/08/22 23:56:33 [debug] 36366#0: *4 http proxy header: "Accept-Ranges: bytes"
2014/08/22 23:56:33 [debug] 36366#0: *4 http proxy header done

Then I see plenty of this (not sure what to make of it). The last lines in the log are:

2014/08/22 23:56:34 [debug] 36366#0: *4 pipe buf in   s:1 t:1 f:0 00000000019132C0, pos 00000000019132C0, size: 32768 file: 0, size: 0
2014/08/22 23:56:34 [debug] 36366#0: *4 pipe length: 375432

But there has been no response from the server. My request just hangs for minutes until I finally kill it.

Lua version: LuaJIT 2.0.3 -- Copyright (C) 2005-2014 Mike Pall. http://luajit.org/
Nginx version: nginx/1.2.9
CentOS release 6.5 x86_64

Start with the two location blocks and reproduce the request to /test/static.adit.io/guitar.jpg using the provided nginx debug output. Trace the ngx.location.capture subrequest through proxy_pass and the response body handling. Done means determining why the request does not finish after the upstream response and documenting or fixing that behavior with a reproducible test.