Add support for default headers in LLM configurations

- Introduced `default_headers` parameter in the `OpenAILLM` class to allow custom headers for OpenAI API requests.
- Updated unit tests for Anyscale, Azure, and Together LLMs to include `default_headers` in their configurations.

This change enhances flexibility in API interactions across multiple LLM implementations.

src/distilabel/models/llms/openai.py

@@ -54,6 +54,7 @@ class OpenAILLM(AsyncLLM):
         api_key: the API key to authenticate the requests to the OpenAI API. Defaults to
             `None` which means that the value set for the environment variable `OPENAI_API_KEY`
             will be used, or `None` if not set.
+        default_headers: the default headers to use for the OpenAI API requests.
         max_retries: the maximum number of times to retry the request to the API before
             failing. Defaults to `6`.
         timeout: the maximum time in seconds to wait for a response from the API. Defaults

tests/unit/models/llms/test_anyscale.py

@@ -46,6 +46,7 @@ def test_serialization(self) -> None:
             "model": self.model_id,
             "generation_kwargs": {},
             "max_retries": 6,
+            "default_headers": None,
             "base_url": "https://api.endpoints.anyscale.com/v1",
             "timeout": 120,
             "structured_output": None,

tests/unit/models/llms/test_azure.py

@@ -71,6 +71,7 @@ def test_azure_openai_llm_env_vars(self) -> None:
                     "api_version": "preview",
                     "generation_kwargs": {},
                     "max_retries": 6,
+                    "default_headers": None,
                     "base_url": "https://example-resource.azure.openai.com/",
                     "timeout": 120,
                     "structured_output": None,
@@ -95,6 +96,7 @@ def test_azure_openai_llm_env_vars(self) -> None:
                     "generation_kwargs": {},
                     "max_retries": 6,
                     "base_url": "https://example-resource.azure.openai.com/",
+                    "default_headers": None,
                     "timeout": 120,
                     "structured_output": {
                         "schema": DummyUserDetail.model_json_schema(),

tests/unit/models/llms/test_together.py

@@ -46,6 +46,7 @@ def test_serialization(self) -> None:
             "model": self.model_id,
             "generation_kwargs": {},
             "max_retries": 6,
+            "default_headers": None,
             "base_url": "https://api.together.xyz/v1",
             "timeout": 120,
             "structured_output": None,