Is your feature request related to a problem? Please describe.
I am testing an application that responds with different headers if I am not authenticated (basically redirect to OAUTH provider). I would like to set a cookie or bearer token

Describe the solution you'd like
Allow headers like in curl with --header or -H

Describe alternatives you've considered
I could proxy it through burp and add the header manually

Additional context
I created the feature and will opened a pull request