AzureMonitor: Add custom header support to Azure Monitor (#60269)

* Add integration test for Azure Monitor

- Add Azure Monitor to datasource types
- Update instance creation to correctly set HTTP client options
- Combine custom azure headers and custom grafana headers on HTTP client creation
- Update HTTP client tests

* Test custom azure headers

pkg/tsdb/azuremonitor/httpclient.go

@@ -13,9 +13,9 @@ import (
 	"github.com/grafana/grafana/pkg/tsdb/azuremonitor/types"
 )
 
-func newHTTPClient(route types.AzRoute, model types.DatasourceInfo, cfg *setting.Cfg, clientProvider httpclient.Provider) (*http.Client, error) {
-	opts := sdkhttpclient.Options{
-		Headers: route.Headers,
+func newHTTPClient(route types.AzRoute, model types.DatasourceInfo, cfg *setting.Cfg, clientProvider httpclient.Provider, httpClientOptions sdkhttpclient.Options) (*http.Client, error) {
+	for header, value := range route.Headers {
+		httpClientOptions.Headers[header] = value
 	}
 
 	// Use Azure credentials if the route has OAuth scopes configured
@@ -23,8 +23,8 @@ func newHTTPClient(route types.AzRoute, model types.DatasourceInfo, cfg *setting
 		if cred, ok := model.Credentials.(*azcredentials.AzureClientSecretCredentials); ok && cred.ClientSecret == "" {
 			return nil, fmt.Errorf("unable to initialize HTTP Client: clientSecret not found")
 		}
-		azhttpclient.AddAzureAuthentication(&opts, cfg.Azure, model.Credentials, route.Scopes)
+		azhttpclient.AddAzureAuthentication(&httpClientOptions, cfg.Azure, model.Credentials, route.Scopes)
 	}
 
-	return clientProvider.New(opts)
+	return clientProvider.New(httpClientOptions)
 }