akerbeltz A proxy port app doesn't serve any content on its own. It's really just a port assignment and an empty directory.
The idea is that if you have a custom backend HTTP server you can create a proxy port app, dump your backend server and project files in the app directory, and configure your backend server to listen on the app's assigned port when you run it.
We include "Nginx" in the app label in our UI because when you attach a proxy port app to a site, our front-end Nginx will proxy HTTP requests the main HTTP port (80) to your assigned port.
If you're running some custom back-end application like nsq then the password protection is dependent entirely upon the back-end app.
I've never used nsq but according to their docs I think this means that you'll need to run your own authentication server as a separate application and use that to handle auth checks for for your nsq admin pages.