fix(agent): honor model.default_headers for custom OpenAI-compatible providers (#40033)

Custom OpenAI-compatible endpoints sitting behind a gateway/WAF can reject
the OpenAI Python SDK's default identifying headers (User-Agent: OpenAI/Python,
X-Stainless-*) and return an opaque 502/4xx even though the same request body
succeeds under curl. There was no supported way to override those headers.

Add a model.default_headers config key whose values are merged onto the
OpenAI client's default_headers, taking precedence over provider- and
SDK-supplied defaults. Applied at client construction and on every credential
swap / client rebuild so the override survives reconnects. No-op for native
Anthropic / Bedrock modes and when unconfigured.

agent/agent_init.py

@@ -885,6 +885,14 @@ def init_agent(
                     headers["x-anthropic-beta"] = _FINE_GRAINED
                 client_kwargs["default_headers"] = headers
 
+        # User-configured request headers (model.default_headers in
+        # config.yaml) override provider/SDK defaults. Lets custom
+        # OpenAI-compatible endpoints behind a gateway/WAF that rejects the
+        # OpenAI SDK's identifying headers swap in a plain User-Agent. (#40033)
+        # client_kwargs is the same dict object as agent._client_kwargs, so
+        # this mutation is reflected in the client built just below.
+        agent._apply_user_default_headers()
+
         agent.api_key = client_kwargs.get("api_key", "")
         agent.base_url = client_kwargs.get("base_url", agent.base_url)
         try: