added header hierachy docs

Author: daisyfaithauma

src/content/docs/ai-gateway/glossary.mdx

@@ -5,6 +5,21 @@ pcx_content_type: glossary
 
 import { Glossary } from "~/components";
 
+# Configuration Hierarchy in AI Gateway
+
+Settings in AI Gateway can be configured at three levels: **Provider**, **Request**, and **Gateway**. Since the same settings can be configured in multiple locations, the following hierarchy determines which value is applied:
+
+1. **Provider-level headers**:
+   Relevant only when using the [Universal Endpoint](/ai-gateway/providers/universal/), these headers take precedence over all other configurations.
+
+2. **Request-level headers**:
+   Apply if no provider-level headers are set.
+
+3. **Gateway-level settings**:
+   Act as the default if no headers are set at the provider or request levels.
+
+This hierarchy ensures consistent behavior, prioritizing the most specific configurations. Use provider-level and request-level headers for more fine-tuned control, and gateway settings for general defaults.
+
 AI Gateway supports a variety of headers to help you configure, customize, and manage your API requests. This page provides a complete list of all supported headers, along with a short description
 
 <Glossary product="ai-gateway" />