Pass a long that is a bitmask of options of how to deal with headers. The two mutually exclusive options are:
CURLHEADER_SEPARATE - makes CURLOPT_HTTPHEADER headers only get sent to a server and not to a proxy. Proxy headers must be set with CURLOPT_PROXYHEADER to get used. Note that if a non-CONNECT request is sent to a proxy, libcurl will send both server headers and proxy headers. When doing CONNECT, libcurl will send CURLOPT_PROXYHEADER headers only to the proxy and then CURLOPT_HTTPHEADER headers only to the server.
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