[v9.5.x] Docs: Update run behind proxy docs (#68611)

Docs: Update run behind proxy docs (#68608)

(cherry picked from commit 5457a9ecf2)

Co-authored-by: Torkel Ödegaard <torkel@grafana.com>

docs/sources/tutorials/run-grafana-behind-a-proxy/index.md

@@ -106,14 +106,12 @@ server {
   index index.html index.htm;
 
   location /grafana/ {
-    rewrite  ^/grafana/(.*)  /$1 break;
     proxy_set_header Host $http_host;
     proxy_pass http://grafana;
   }
 
   # Proxy Grafana Live WebSocket connections.
   location /grafana/api/live/ {
-    rewrite  ^/grafana/(.*)  /$1 break;
     proxy_http_version 1.1;
     proxy_set_header Upgrade $http_upgrade;
     proxy_set_header Connection $connection_upgrade;
@@ -123,6 +121,12 @@ server {
 }
 ```
 
+If your Grafana configuration does not set `serve_from_sub_path` to true then you need to add a rewrite rule to each location block:
+
+```
+ rewrite  ^/grafana/(.*)  /$1 break;
+```
+
 ## Configure HAProxy
 
 To configure HAProxy to serve Grafana under a _sub path_: