How does WordPress format the url on a 301 when a trailing slash is missing?

I have a reverse proxy in front of WP that maps some requests on the root example.com/page1/ over to the wp install wp.example.com/page1/.

This works fine until the url is missing the trailing slash. WP returns a 301 that is the absolute url wp.example.com/page1. I am trying to figure out how that URL is created, and hopefully change it.

I updated WordPress Address (URL) and Site Address (URL) in WP - Settings, but that doesn't change the response from what I saw. Looking at the wp_posts table the guid has an absolute url, maybe that is used with a transform to the pretty url?

Can I just globally set the redirect URLS for WP, preferably to being relative, without breaking all the paths for the assets uploaded to wp_content?