Gzip not working like it should

I have a problem with Gzip and Compress on one of my domains. I disabled all plugins to counter some plugin maybe cuasing the issue. I also updated to the latest PHP version and made sure deflate was working . I am still getting the follow issue at compress and Gzip

Browser Caching is not working properly:

- Your server may not have the "expires" module enabled (mod_expires for Apache, ngx_http_headers_module for NGINX)
- Another plugin may be interfering with the configuration

If re-checking and restarting does not resolve, please check with your host or open a support ticket with us.