Hi @Anonymous ,
Welcome to Microsoft Q&A platform and thanks for using Azure Services,
As I understand the question, you want to add column headers to your incoming data. You are using Headers option in Settings section of Sink configuration which is not serving the purpose.
To accomplish this, I would suggest you disable Auto mapping in Sink's Mapping tab and then name Output columns as column header name:
Current Headers option settings will create a header on top of the output file. It is not configured to add provided header values to incoming columns.
Hope this will help. Please let us know if any further queries.
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