The scrapy-proxy-headers package is designed for adding proxy headers to HTTPS requests in Scrapy.
In normal usage, custom headers put in request.headers cannot be read by a proxy when you make a HTTPS request, because the headers are encrypted and passed through the proxy tunnel, along with the rest of the request body. You can read more about this at Proxy Server Requests over HTTPS.
Because Scrapy does not have a good way to pass custom headers to a proxy when you make HTTPS requests...