We need to set customized headers when accessing azure storage account. The object_store library already support it: https://docs.rs/object_store/0.12.4/object_store/client/struct.ClientOptions.html#method.with_default_headers however we need to expose it in lance rust / python code.
I believe the change should be pretty straightforward around: https://github.com/lance-format/lance/blob/main/rust/lance-io/src/object_store/providers/azure.rs#L82-L86