I set up a Django website using nginx and gunicorn. Everything is loding fine except for a static file because of

Cross-Origin Request Blocked: The Same Origin Policy disallows reading the remote resource at https://XXXXX.s3.amazonaws.com/js/cookielaw/jquery.cookie.js. (Reason: CORS header ‘Access-Control-Allow-Origin’ missing).

I did add the Access-Control-Allow-Origin in Nginx:

location / {
add_header "Access-Control-Allow-Origin" *
....

I also used django-cors-headers with CORS_ALLOW_ALL_ORIGINS = True

The header for the page has the correct header in my browser (Firefox) but when checking the request for the static file, it doesn't:

HTTP/1.1 200 OK
Date: Fri, 27 Aug 2021 13:34:26 GMT
Last-Modified: Thu, 26 Aug 2021 14:43:02 GMT
Cache-Control: max-age=86400
Accept-Ranges: bytes
Content-Type: application/javascript
Server: AmazonS3
Content-Length: 3139

So it gets blocked by the browser I guess. Anyone know how I can fix this?

Edit: Forgot to mention django-core-headers