Enable Custom Headers for LLM configuration

[gperanich]

It would be great to have the ability to pass default_headers when configuring an LLM with the SDK, similar to what is supported in the official OpenAI client. This would allow for custom metadata and custom authentication mechanisms to be supported.

[fvsgit]

Agree in other frameworks like ai-sdk (vercel) you can set this. Within an enterprise that uses an AI gateway with custom auth headers you need full control of the http request

[jeromeguillaume]

On top of that we can define routing rules (based on header) on AI Gateways