There's currently no such thing, however you could duplicate the session so you have one with the header and one without and then execute one or the other based on the user selection. I understand that if you have many sessions where you want this behavior, it might easily become a configuration headache.

Another option would be to configure the request header on the session but let the value come out of a parameter.

<Header key="High-Priority" pid="1" />

And then based on the user selection, you fill in parameter 1 or clear it. In both scenarios the header will be sent in the request so this will only work if the server eventually does validation on the actual value of the header. If it only looks at the presence, for now you would have to duplicate the sessions like earlier described.