You can use the http_api_curl hook to change timeout settings, headers, etc, when downloading a feed via URL with WP All Import.
There are example snippets below that you can modify for your use case. This code needs to be saved in your child theme's functions.php file, or in a plugin like Code Snippets.
add_action( 'http_api_curl', 'example_set_curl_auth', 10, 3 );
function example_set_curl_auth( $handle, $r, $url ) {