Hi,

I would like to see the headers of the problematic request.

You can either use a tool like wireshark to snoop such headers or you can set the level of the LightstreamerLogger.connections.http category inside LS_HOME/conf/Lightstreamer_log_conf.xml to INFO (only headers of failed requests are logged).
Note that I'm not sure that this category works this way with a server <3.6 so, if you're using an older version you should make a check by opening in a browser http://path.of.your.server/lightstreamer/control.html (with no params): If in the server log you can see the headers of your request that means that it also works that way with the version you are using.