Here are a few things that might help others installing Prestashop in a scenario similar to mine (Prestashop hosted on Apache with nginx in front providing SSL):

1. Enable SSL in Prestashop, otherwise you can end up with a “use https" - "don’t use https” infinite redirect loop. UPDATE ps_configuration SET value = '1' WHERE name LIKE '%PS_SSL_ENABLED%’; will do this.
2. Removing the X-Forwarded-Proto header from the nginx configuration also appears to solve the initial infinite redirect loop problem, but you store’s theme won’t load if you do this.