feat: support per-request header override (#2631)

## Summary

This PR introduces a `HeaderProvider` which is called for all remote
HTTP calls to get the latest headers to inject. This is useful for
features like adding the latest auth tokens where the header provider
can auto-refresh tokens internally and each request always set the
refreshed token.

---------

Co-authored-by: Claude <noreply@anthropic.com>

docs/src/js/functions/connect.md

@@ -6,13 +6,14 @@
 
 # Function: connect()
 
-## connect(uri, options, session)
+## connect(uri, options, session, headerProvider)
 
 ```ts
 function connect(
    uri,
    options?,
-   session?): Promise<Connection>
+   session?,
+   headerProvider?): Promise<Connection>
 ```
 
 Connect to a LanceDB instance at the given URI.
@@ -34,6 +35,8 @@ Accepted formats:
 
 * **session?**: [`Session`](../classes/Session.md)
 
+* **headerProvider?**: [`HeaderProvider`](../classes/HeaderProvider.md) \| () => `Record`&lt;`string`, `string`&gt; \| () => `Promise`&lt;`Record`&lt;`string`, `string`&gt;&gt;
+
 ### Returns
 
 `Promise`&lt;[`Connection`](../classes/Connection.md)&gt;
@@ -55,6 +58,18 @@ const conn = await connect(
 });
 ```
 
+Using with a header provider for per-request authentication:
+```ts
+const provider = new StaticHeaderProvider({
+  "X-API-Key": "my-key"
+});
+const conn = await connectWithHeaderProvider(
+  "db://host:port",
+  options,
+  provider
+);
+```
+
 ## connect(options)
 
 ```ts