easy:SetOpt_HeaderOpt(bitmask)
#CURLHEADER_UNIFIED#CURLOPT_HTTPHEADER will be used in requests both to servers and
proxies. With this option enabled, #CURLOPT_PROXYHEADER will not have
any effect.
#CURLHEADER_SEPARATE#CURLOPT_HTTPHEADER headers only get
sent to a server and not to a proxy. Proxy headers must be get with
#CURLOPT_PROXYHEADER to get used. Note that if a non-CONNECT request
is sent to a proxy, libcurl will send both server headers and proxy
headers. When doing CONNECT, libcurl will send #CURLOPT_PROXYHEADER
headers only to the proxy and then #CURLOPT_HTTPHEADER headers only to
the server.