Customizable header for dataprep.connector requests

[bofei-jing]

Is your feature request related to a problem? Please describe.
I couldn't find a way to add custom header fields like User-Agent to query requests, as sometimes recommended or required by APIs. For example, Reddit API has rules like "Change your client's User-Agent string to something unique and descriptive".

Describe the solution you'd like
Is it possible to:

1. Add keyword argument to the Connector's query()method that would be filled into request headers.
2. Add fields in the configuration file to populate request headers

Describe alternatives you've considered
I had to write my own code for APIs that enforced strict header requirements.