You’re retrieving the headers of the HTTP response, not of the HTTP request that you’re sending.
Try to change the loglevels of the “REST Consume” to trace, the headers should be visible in the console log then.
everything you did seems to be good,
For checking what headers are being sent, just go to console→ advanced→ log levels
I the log levels, set the ‘REST consume’ to trace and run the application, this way you can see what headers are being sent, and where’s the issue.
Hope it helps!