Hey Peter,
Outside of having a static list of custom headers to send through or being able to send all headers that were received by the service, I'm not sure we have any other options unfortunately .
Depending on the different combinations of potential headers that will be sent to the backend, you could have a set of branches in policy, that determine which headers will eventually be sent to the back end and based on that, you can invoke the correct routing assertion that is prepared to route those headers?
I know it's not pretty, but i can't think of another way off hand.
If you would like to create an 'Idea' on this communities forum for this feature, i'll vote on it for you.
hope this helps,