Welcome to the Microsoft Q&A Platform. Thank you for reaching out & I hope you are doing well.
I see that you have reached out to Azure Support and they have provided an analysis of your environment.
From their observation,
- Application Gateway will drop any header that contains characters other than alphanumeric and hyphens.
- This is documented here: https://learn.microsoft.com/en-us/azure/application-gateway/application-gateway-faq#why-are-some-header-values-not-present-when-requests-are-forwarded-to-my-application
Request header names containing other characters are discarded when a request is sent to the backend target. Response header names can contain any alphanumeric characters and specific symbols as defined in RFC 7230, except for underscores (_).
Please let us know if we can be of any further assistance here.
Thanks,
Kapil
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