code: public void copyHeaders(HttpMessage httpMessage) {
          for (String name : httpMessage.headers().names()) {
              for (String value : httpMessage.headers().getAll(name)) {
                  if (!headers.containsEntry(name, value)) {
                      headers.put(name, value);
                  }
              }
          }
      }
docs: LittleProxy will use multiple request / response objects and sometimes
  subsequent ones will contain additional headers.