Describe the feature request or question
It would be very helpful to be able to correlate requests with Vault server logs. Especially when a request fails and an exception is thrown. So, to that end, I'd like a way to set the correlation id per request and to include it as a property on VaultApiException. Ideally, this would be largely transparent, so I'd like it to default to set the correlation id to the current .NET Activity Id.

Link to the Vault API Docs that support this feature
By default, Vault records headers X-Correlation-Id and Correlation-Id:
https://developer.hashicorp.com/vault/docs/audit#logging-request-headers

Additional context
None