Proxying queries from one prometheus to another using `remote_read` returns empty results

[Steve Yoon]

We have multiple small prometheus instances scraping metrics from different services. In addition, we want a single prometheus as source of truth for all queries. I was looking to create consolidated read prometheus instance that can proxy queries to smaller instances by utilizing remote_read config as below:

```

remoteRead:

  - name: shard

    url: http://prometheus-shard.monitoring.svc:9090/api/v1/read

```

However, read prometheus queries return empty results. Looking at the traffic between the prometheus instances, downstream prometheus read api returns 200 albeit empty results. Read api logs do not show up in query logs and `read_queries_total` on downstream prometheus is empty.

Are there other configurations needed for remote_read between two prometheus instances to work?