We can't currently place dynamic data into the headers... so that's something I should probably look into. Right now it works like this:

1) We explode the url string into a big url object
2) We mix in query params
3) We generate a new URL string from that
4) We replace curly denoted dynamic bits of the url string with matching dynamic data

So I'd need to do something a bit more complex in order to replace dynamic bits in every part (namely headers)