[Example] Add example for handling errors

[xepozz]

I think the middleware should handle also all errors cases, when response is not ready because of an exception

[what-the-diff]

PR Summary

• Added HeadersProvider to Constructor
  Enhanced the constructor to include HeadersProvider, which improves the customization of headers.

• Added Headers in Process Method
  Improved the process method by including headers support, enabling better handling of requests.