Hey Luke!
Sorry to reopen this thread a lot later, but I just saw it and wanted to set the record straight:
Custom headers only apply to files we serve from our own backing store.
If we proxy to a different service, we do not add any headers EXCEPT a few administrative ones - we do not intend to let you add your own headers to what gets returned to the browser. While I realize this isn’t what you were hoping for, the intention is that you’d set those headers yourself on the REMOTE service. I understand that’s not always possible, but that’s how the feature was designed.
Thanks again for talking through this and we will try to make this clearer in the docs!