Additional headers are not being sent to the Azure OpenAI

[Ceglowa]

Hi, I am using the Python SDK to connect to Weaviate. Additionally, I am create collection that is able to send requests to Azure OpenAI, using text2vec-azure-openai module. To use that, I am sending X-Azure-Api-Key as it is mentioned in the documentation here: https://weaviate.io/developers/weaviate/model-providers/openai/embeddings.

The embedding of the texts through Azure OpenAI is working correctly. However, I want to include some additional headers that are passed directly to Azure OpenAI calls. I tried the following:

 self._client = WeaviateClient(
      connection_params=ConnectionParams(
          http=ProtocolParams(host=host, port=port, secure=False),
          grpc=ProtocolParams(host=host, port=grpc_port, secure=False),
      ),
      additional_headers={
          "X-Azure-Api-Key": ...,
          "some_additional_custom_header": "value",
          },
      skip_init_checks=True,
  )
  self._client.connect()

Sadly, this option is not working and my additional headers are not sent to Azure OpenAI. Do I miss something or maybe it is not possible to pass some custom headers to Azure OpenAI through Weaviate? Thanks in advance for the response.