When a  custom http header is useful?
for example, a user make a ticket order using mobile app...the fron end server, which interact with mobile app, generate unique interaction_id for each request from mobile apps and log invocation message with the interaction_id...in some situation, the front end server will delegate end user's request to the back end server (Pega) via dx api call and append interaction_id to the custom http header...the back end server (Pega) also generates invocation log message containing interaction_id so that developers can trouble shoot by matching interaction_id in log messages in both front and back end system...

you can use below Java code to reference a custom http header included in a dxapi call.

javax.servlet.http.HttpServletRequest vRequest = (javax.servlet.http.HttpServletRequest) tools.getRequestor().getRequestorPage().getObject("pxHTTPServletRequest");
if (vRequest != null) {
  myHttpHeader = vRequest.getHeader("X-MyHttp-Header");
  if (myHttpHeader != null) {
    tools.getRequestor().getRequestorPage().getProperty(".pyHTTPRequestHeaders.myHttpHeader").setValue(myHttpHeader);
  }
}