Modified headers do not show later in the process

[KHIT93]

Hi
I have found this project by searching for a way to implement a milter in Python and it falls really nicely into the rest of the toolstack on the project where I use it.
I have done some initial testing and found that due to the limited amount of information that I can get until the mail is actually put in the queue for delivery, I cannot do much to keep track of each message properly.
So I wanted to add an identifier as a header, and then store this in a database, where other parts of the application can then add more information to the same record. This could be other hooks in the same milter instance, other milters that run or stuff that runs after all processing is completed.

I did however run into an issue, where, I can add the header on the on_connect hook and verify that it is there in the delivered message, I do not get it as part of the output in the on_header hook.