Custom HTTP Headers in Matomo Tracking Requests

[SiddhartDhadkar1]

We use a server-side tracking proxy that forwards Matomo tracking requests with server-side authentication. We need to include custom HTTP headers in tracking requests.
Question: Does Matomo JavaScript tracking support adding custom HTTP headers to tracking requests when using:

1. setTrackerUrl() with a custom endpoint?
2. Matomo Tag Manager?
3. Any other Matomo API methods?

Context: We route tracking through /api/MatomoTrackingProxy/Track and need to validate requests server-side using custom headers.
Is there a native way to add custom headers?

[sgiehl]

There is currently no native way to send custom headers with requests through our javascript tracker.
By default our javascript tracker uses sendBeacon to track things. That method does not allow to send any customer headers.
So for custom headers it would need to switch to normal XMLHttpRequest, which might not always reliably work, especially when a page is closed, while requests are still ongoing.