Client doesn't support passing arbitrary header in request header

As the code is written now, it doesn't seem that there is support for placing a key value field in the request header. For my use case I'm going through a SSOProxy that requires me to have a header 'Cookie': 'access_token=blahfooblah' access_token in the https header. Is there another way to add a header that I'm missing in the code?

Would it be 'correct' to add the arbitrary header to the config structure then, if that field has a value, add it to the req headers in all the different methods? Or is this considered an API change?

Start by tracing how requests are constructed across the client methods and inspect the configuration structure. Determine how an arbitrary header such as Cookie could be applied consistently without breaking the existing API. Done means callers can provide a custom header and it is included in every applicable request; no tests or files are named in the issue.

Written by the indexing model from the issue text.