Update fallbacks.mdx

added info on new fallback step response header `cf-aig-step`

Author: kathayl

src/content/docs/ai-gateway/configuration/fallbacks.mdx

@@ -30,3 +30,12 @@ graph TD
 You can add as many fallbacks as you need, just by adding another object in the array.
 
 <Render file="universal-gateway-example" />
+
+## Response Header(cf-aig-step)
+
+When using the Universal Endpoint with fallbacks, the response header `cf-aig-step` indicates which model successfully processed the request by returning the step number. This header provides visibility into whether a fallback was triggered and which model ultimately processed the response.
+
+- `cf-aig-step:0` – The first (primary) model was used successfully.
+- `cf-aig-step:1` – The request fell back to the second model.
+- `cf-aig-step:2` – The request fell back to the third model.
+- Subsequent steps – Each fallback increments the step number by 1.