Is there an analogue of try_files directive in Nginx for working with remote files?

As I understand it, try_files can work only with local files. I need to solve a similar problem, but in our case the files are in S3 and we go there using proxy_pass (all this in a separate location). I really hoped that in some tricky way NGINX would take this very location as a file and I can do everything with the same try_files construct. But it was not there.

Actually the question is - is there a ready solution for this problem?

Thank!