Set Content-Length header for gzip bodies because of more strict proxies

[marandaneto]

💡 Motivation and Context

Set Content-Length header for gzip bodies because of more strict proxies
https://posthog.com/questions/not-able-to-trigger-any-event

💚 How did you test it?

Testing using a self hosted version given by the user

📝 Checklist

• I reviewed the submitted code.
• I added tests to verify the changes.
• I updated the docs if needed.
• No breaking change or entry added to the changelog.

[pauldambra]