more_set_input_headers error with Nginx

Good Morning all,

I've used my google-fu and searched the forms but haven't found an answer to this error. I'm trying out nginx as a reverse proxy for Exchange and setup my config properly. I know for Linux "more_set_input_headers" requires "nginx-extras" or the "Headers_More" module in BSD.

I complied from source and made sure to select the "Headers_More" option. It is a fresh 11.1 azure install. Can anyone point me in a better troubleshooting direction? The exact error after restart is
nginx: [emerg] unknown directive "more_set_input_headers" in /usr/local/etc/nginx/conf.d/reverseproxy.conf:51
I did not. I thought building from source would include the module automatically. (Like statically adding modules to an install) Thanks for the suggestion. I will try it out in a little bit.
Something changed recently, not sure when, but I noticed it with some other modules I use, they're not automatically included or loaded anymore. It seems the options only turn on (or off) the building of the modules but doesn't load or enable them.
Thanks SirDice! That did it. Yea, I wouldn't have gone down this path for awhile. I actually removed a pkg install thinking that compiling would include the module. Thanks again!