proxy_store doesn't create directories

[Phil Endecott]

Dear Experts,

I have just tried to use proxy_store for the first time and
it seems to almost work, but it looks like it does not create
the parent directories for the things that it needs to save.
I am attempting to store things with quite a deep directory
structure.

Is this the intended behaviour? Am I expected to create a
skeleton directory structure first?

I have the Debian packages of nginx 1.14.2.


Thanks, Phil.