Why does Jenkins complain that my reverse proxy setup is broken?

For me, the fix was to add:

RequestHeader set X-Forwarded-Proto "https"
RequestHeader set X-Forwarded-Port "443"

This made it stop complaining.

I was faced with this issue with Jenkins as a Windows Service Package.

According to their wiki:

Make sure the Jenkins URL configured in the System Configuration matches the URL you're using to access Jenkins.

To reach the System Configuration:

1. Go to your Jenkins page
2. Click Manage Jenkins
3. Click Configure System
4. Scroll to Jenkins Location and find Jenkins URL.

Ensure that port value matches with the port value set in the <arguments> section of the jenkins.xml file located in the Jenkins folder on your machine.