A Checkly browser check example utilising a separate context and extra HTTP headers - https://playwright.dev/docs/api/class-page#page-set-extra-http-headers

setExtraHTTPHeaders.js

import { expect, test } from '@playwright/test'

const headers = { 
  'X-My-Header': 'value'
   };

test('visit page and take screenshot with an extra http header for every request', async ({ browser }) => {

    const context = await browser.newContext();
    await context.setExtraHTTPHeaders(headers);
    const page = await context.newPage();

    const response = await page.goto(process.env.ENVIRONMENT_URL || 'https://checklyhq.com')
    expect(response.status(), 'should respond with correct status code').toBeLessThan(400)

    await context.close();

})