It is equally possible to send HTTP headers by webserver or script. I use PHP on Nginx. Is there any different to send HTTP headers (such as Cache-Control) by nginx or PHP?
Is it faster to send headers by webserver? and does it have an effect on earlier processing the HTTP request?
Nope, nginx may overwrite (or duplicate headers sent by your application level (PHP using PHP-FPM I guess).
faster? Do you have any performance problems at that level? If not, forget that.
HTTP headers are sent back to the client, so it happens at the response and not the request time.