Perform the following local-change:

Override the InvokeAxis2 activity to custom ruleset and add the following snippet of code in Step 7 to pass custom HTTP headers. In the below example CUSTOM-HEADER-1 is the HTTP header and VALUE-1 is the HTTP header value passed to the com.pega.apache.commons.httpclient.Header object.
 
com.pega.apache.axis2.client.Options options = new com.pega.apache.axis2.client.Options();  
java.util.List list = new java.util.ArrayList(); 
com.pega.apache.commons.httpclient.Header header = new com.pega.apache.commons.httpclient.Header(); 
header.setName("CUSTOM-HEADER-1"); 
header.setValue("VALUE-1"); 
list.add(header); 
options.setProperty(org.apache.axis2.transport.http.HTTPConstants.HTTP_HEADERS, list); 
client.setOptions(options); 

Please go through below link for details:

https://collaborate.pega.com/question/how-add-http-header-connect-soap