My money’s on cache as the culprit; I’m not aware of any clashing WriteHeader response calls in the proxy code. Are you able to test for a while without cache and see if the error persists?
Edit: Might have something to do with the way cache copies the request and sends the copy down the middleware chain in order to retrieve the response to be cached?
As to whether it’s something that needs worrying about, that’s a solid maybe. For instances of multiple WriteHeader calls, the later calls are ignored, so if they’re adding important information it might be lost.