For a very long time, I used to work with Jenkins most of my work time, but since my new job, I have to spend more time with Gitlab and started having a bunch of  WTFs...

That seems to be a peculiarity of the Gitlab because of its nature

For me worked following configuration for jwilder/nginx-proxy container

Правильно указывать в docker-compose.yml так

Моя инструкция для Ubuntu