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.
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