I am running gitlab on a machine in my home network, accessible behind an NGINX reverse proxy. When requesting https://projects.example.com, I was redirected to https://<internal.IP.address>/users/sign_in.
After a few hours of troubleshooting, I figured out that it can be solved by adding proxy_redirect https://<internal.IP.address>/ https://projects.example.org/; to the server block of the reverse proxy NGINX configuration. The NGINX section of gitlab.rb does not need to be modified.
Hopefully I can save someone else a few headaches.