How to include this auth_request module to my custom nginx buildpack?

This is my configuration:

daemon off;
# Heroku dynos have at least 4 cores.
worker_processes <%= ENV['NGINX_WORKERS'] || 4 %>;

events {
    use epoll;
    accept_mutex on;
    worker_connections <%= ENV['NGINX_WORKER_CONNECTIONS'] || 1024 %>;
}

http {
    gzip on;
    gzip_comp_level 2;
    gzip_min_length 512;

    server_tokens off;

    log_format l2met 'measure#nginx.service=$request_time request_id=$http_x_request_id';
    access_log <%= ENV['NGINX_ACCESS_LOG_PATH'] || 'logs/nginx/access.log' %> l2met;
    error_log <%= ENV['NGINX_ERROR_LOG_PATH'] || 'logs/nginx/error.log' %>;

    include mime.types;
    default_type application/octet-stream;
    sendfile on;

    # Must read the body in 5 seconds.
    client_body_timeout 5;

    upstream app_server {
        server unix:/tmp/nginx.socket fail_timeout=0;
    }

    server {
        listen <%= ENV["PORT"] %>;
        server_name _;
        keepalive_timeout 5;

    location / {
        auth_request /_oauth2_token_introspection;
        proxy_pass http://my_backend;
    }


        

        location /_oauth2_send_request {
            internal;
            proxy_method      POST;
            proxy_set_header  Authorization "Bearer SecretForOAuthServer";
            proxy_set_header  Content-Type "application/x-www-form-urlencoded";
            proxy_set_body    "token=$http_apikey&token_hint=access_token";
            proxy_pass        https://idp.example.com/oauth/token/introspect;
         }

    }
}

I have added the --with-http_auth_request_module in my build_nginx file at /configure:

#!/bin/bash
# Build NGINX and modules for Heroku.
# This script is designed to run in a Heroku Stack Docker
# image. More information on the Heroku Stack can be found
# at https://devcenter.heroku.com/articles/stack

NGINX_VERSION=${NGINX_VERSION-1.18.0}
PCRE_VERSION=${PCRE_VERSION-8.44}
HEADERS_MORE_VERSION=${HEADERS_MORE_VERSION-0.33}
ZLIB_VERSION=${ZLIB_VERSION-1.2.11}
UUID4_VERSION=${UUID4_VERSION-master}

nginx_tarball_url=https://nginx.org/download/nginx-${NGINX_VERSION}.tar.gz
pcre_tarball_url=https://ftp.pcre.org/pub/pcre/pcre-${PCRE_VERSION}.tar.gz
headers_more_nginx_module_url=https://github.com/openresty/headers-more-nginx-module/archive/v${HEADERS_MORE_VERSION}.tar.gz
uuid4_url=https://github.com/cybozu/nginx-uuid4-module/archive/${UUID4_VERSION}.tar.gz
zlib_url=http://zlib.net/zlib-${ZLIB_VERSION}.tar.gz

temp_dir=$(mktemp -d /tmp/nginx.XXXXXXXXXX)

cd $temp_dir
echo "Temp dir: $temp_dir"

echo "Downloading $nginx_tarball_url"
curl -L $nginx_tarball_url | tar xzv

echo "Downloading $pcre_tarball_url"
(cd nginx-${NGINX_VERSION} && curl -L $pcre_tarball_url | tar xvz )

echo "Downloading $headers_more_nginx_module_url"
(cd nginx-${NGINX_VERSION} && curl -L $headers_more_nginx_module_url | tar xvz )

echo "Downloading $zlib_url"
(cd nginx-${NGINX_VERSION} && curl -L $zlib_url | tar xvz )

echo "Downloading $uuid4_url"
(cd nginx-${NGINX_VERSION} && curl -L $uuid4_url | tar xvz )

# This will build `nginx`
(
  cd nginx-${NGINX_VERSION}
  ./configure \
    --with-pcre=pcre-${PCRE_VERSION} \
    --with-zlib=zlib-${ZLIB_VERSION} \
    --with-http_gzip_static_module \
    --with-http_realip_module \
    --with-http_ssl_module \
    --with-http_auth_request_module \
    --prefix=/tmp/nginx \
    --add-module=${temp_dir}/nginx-${NGINX_VERSION}/headers-more-nginx-module-${HEADERS_MORE_VERSION} \
    --add-module=${temp_dir}/nginx-${NGINX_VERSION}/nginx-uuid4-module-${UUID4_VERSION}
  make install
)

# This will build `nginx-debug`
(
  cd nginx-${NGINX_VERSION}
  ./configure \
    --with-debug \
    --with-pcre=pcre-${PCRE_VERSION} \
    --with-zlib=zlib-${ZLIB_VERSION} \
    --with-http_gzip_static_module \
    --with-http_auth_request_module \
    --with-http_realip_module \
    --with-http_ssl_module \
    --prefix=/tmp/nginx-debug \
    --add-module=${temp_dir}/nginx-${NGINX_VERSION}/headers-more-nginx-module-${HEADERS_MORE_VERSION} \
    --add-module=${temp_dir}/nginx-${NGINX_VERSION}/nginx-uuid4-module-${UUID4_VERSION}
  make install
)

release_dir=$(mktemp -d /tmp/nginx.XXXXXXXXXX)

cp /tmp/nginx/sbin/nginx $release_dir/nginx
cp /tmp/nginx-debug/sbin/nginx $release_dir/nginx-debug
cp /tmp/nginx/conf/mime.types $release_dir/mime.types
tar -zcvf /tmp/nginx-"${STACK}".tgz -C $release_dir .
cp /tmp/nginx-"${STACK}".tgz $1

Regardless the error still persists: nginx: [emerg] unknown directive "auth_request"

I think this sounds like you might have nginx installed somewhere else, and its in your PATH? I had this same problem today and this was the issue.