I understand. If a network capture is not possible, a good start would be to get the request headers sent by the client and the response ones sent by the server. A good way to have is to start HAProxy in debug mode (using -d option).
You can also add 2 trace filters in your frontend section, before and after the compression. To do so, add the following lines in your frontend:
filter trace name BEFORE filter compression filter trace name AFTER
You must start HAProxy in foreground to get trace messages. Be careful, the trace filter is pretty verbose.