The app already passes headers that are defined when testapp is started (-H/--header cli args) during chain-script requests. Request headers should also be passed.
Example:
testapp -n foo -p 5050 -d 'localhost:5000/' -H 'X-Route={}'
curl -H 'X-Foo: baz' 'localhost:5050?chain=bar'
# foo should send two headers to localhost:5050 (may be a proxy):
# X-Route: bar
# X-Foo: baz