Yes, not setting “virtual host” is a common pitfall in http checks.
To address your initial question: You can find the check command when display the service details (in Monitoring, not in Setup). Look for the “Service check command”, starting with check_mk_active-http!
This corresponds to ~/lib/nagios/plugins/check_http
followed by the same command line arguments you see in the service check command (macros like '$_HOSTADDRESS_4$'
expanded, of course).