Allow to set the same header multiple time in Prometheus Datascources

[sathieu]

What would you like to be added:

We use prom-label-proxy to setup some multi-tenant Prometheus. Launched with:

prom-label-proxy \
  --insecure-listen-address=0.0.0.0:8080 \
  --upstream=http://prometheus-stack-kube-prom-prometheus.prometheus-stack:9090/ \
  --label=namespace \
  --internal-listen-address=0.0.0.0:9090 \
  --enable-label-apis=true \
  --error-on-replace=true \
  --header-name=X-Namespace \

We have a tenant which needs access to 2 namespaces ns1 and ns2.

This can be done by setting the header twice:

X-Namespace: ns1
X-Namespace: ns2

But this doesn't work when set from UI:

Why is this needed:

See above

Code references:

We need to change .Set to .Add in:

grafana-plugin-sdk-go/backend/httpclient/custom_headers_middleware.go

Lines 20 to 22 in fdcf6a0

	for key, value := range opts.Headers {
	req.Header.Set(key, value)
	}

But opts.Headers type should be changed to. A new middleware is probably needed.

[sathieu]

See #830