Add FAQ section addressing openai.PermissionDeniedError for custom LLM endpoints

Author: SushantGautam

FAQ.md

@@ -0,0 +1,15 @@
+# FAQ
+
+## API / Errors
+
+### Why do I get `openai.PermissionDeniedError: Your request was blocked` with my custom LLM endpoint?
+This usually happens if you are using a proxy (e.g., Cloudflare or a corporate firewall) and it blocks requests that look like automated agents.
+
+#### Solution:
+Override the default OpenAI request headers to include a valid `User-Agent` in ModelAuditor:
+
+```python
+extra_kwargs={"default_headers": {"User-Agent": "SimpleAudit-test/1.0"}} # for model calls
+# or
+judge_extra_kwargs={"default_headers": {"User-Agent": "SimpleAudit-test/1.0"}} # for judge calls
+```