Use case
To be able to retrieve data from the external source during the request in most cases it is necessary to pass Authorization header.

Describe the solution you'd like

It would be nice to pass headers to the url table function as a parameter. Example:

SELECT * FROM url('http://127.0.0.1:12345/', CSV, 'column1 String, column2 UInt32', ['Authorization: <token>']) LIMIT 3;

It can be also some source constructor of the first parameter like Http(s) source:

SELECT * FROM url(
   HTTP(
        url 'http://127.0.0.1:12345/',
        headers(header(name 'Authorization' value '<token>'))
    ),
    CSV,
    'column1 String, column2 UInt32'
)
LIMIT 3;