Hej Sergey,
what is your configuration are looking like? Every component on one Server?
Did you look into http://docs.graylog.org/en/2.2/pages/configuration/web_interface.html ?
I had personal running my environment on HTTPS and only my NGINX Proxy terminates SSL - the environment is a multi node one and you can see the configuration here: Load balancing nginx with ip private in LAN
Maybe this will help you