feat(config): support user-defined custom HTTP headers for LLM API requests

[minimAluminiumalism]

Summary

• Add custom_headers config field in config.yaml, merged into all outgoing LLM API requests (Anthropic + OpenAI/OpenRouter)

Closes #9398

Test plan

• 15 new unit tests covering config loading, Anthropic client, and auxiliary client
• No regressions in existing tests

[tevenfeng]

I tested this pr and found out that requests from subagents are likely not using the configured custom header.
And I have used Claude Code to fix this problem in my own fork
new pr #14314

[alt-glitch]

Related to open PR #9518 which addresses the same feature request #9398. One of these should be closed as duplicate.

[alt-glitch]

Related to open PR #9518.

[teknium1]

Thanks for the contribution. The native Anthropic portion addresses a gap that still exists on current main, but this patch needs a focused salvage onto the established header configuration path.

Problems

• The new top-level custom_headers config duplicates the existing model-level request-header surface. Current docs expose model.default_headers and model.extra_headers at cli-config.yaml.example:77-91; the issue itself proposed model.custom_headers.
• The diff does not update the primary OpenAI construction path. Current primary construction is agent/agent_init.py:892-1105, so direct-agent and child-agent OpenAI requests would not consume this new setting.
• Current native Anthropic construction still has the requested gap: agent/anthropic_adapter.py:780-829 assembles required headers and creates the SDK client without merging user configuration. The current OpenAI-only exclusion is explicit at cli-config.yaml.example:77-84.

Suggested changes

• Extend the existing model-level header helper into build_anthropic_client, preserving required Anthropic headers across construction and rebuild paths.
• Reuse the current model.default_headers / model.extra_headers schema instead of adding a top-level key.
• Cover native Anthropic and rebuild behavior with a temporary HERMES_HOME regression test.

This is an automated hermes-sweeper review.

[teknium1]

This introduces a second global header schema, while current main documents model.default_headers / model.extra_headers for request headers (cli-config.yaml.example:77-91). Please extend that existing model-level contract instead of adding a top-level custom_headers key; the PR also needs to wire the setting into the primary client path, not only the auxiliary and Anthropic constructors.