docs how to use custom header for litellm proxy

docs/my-website/docs/proxy/virtual_keys.md

@@ -347,6 +347,70 @@ curl --location 'http://localhost:4000/key/generate' \
 			"max_budget": 0,}'
 ```
 
+## Advanced - Pass LiteLLM Key in custom header
+
+Use this to make LiteLLM proxy look for the virtual key in a custom header instead of the default `"Authorization"` header
+
+**Step 1** Define `litellm_key_header_name` name on litellm config.yaml
+
+```yaml
+model_list:
+  - model_name: fake-openai-endpoint
+    litellm_params:
+      model: openai/fake
+      api_key: fake-key
+      api_base: https://exampleopenaiendpoint-production.up.railway.app/
+
+general_settings: 
+  master_key: sk-1234 
+  litellm_key_header_name: "X-Litellm-Key" # 👈 Key Change
+
+```
+
+**Step 2** Test it
+
+In this request, litellm will use the Virtual key in the `X-Litellm-Key` header
+
+<Tabs>
+<TabItem value="curl" label="curl">
+
+```shell
+curl http://localhost:4000/v1/chat/completions \
+  -H "Content-Type: application/json" \
+  -H "X-Litellm-Key: Bearer sk-1234" \
+  -H "Authorization: Bearer bad-key" \
+  -d '{
+    "model": "fake-openai-endpoint",
+    "messages": [
+      {"role": "user", "content": "Hello, Claude gm!"}
+    ]
+  }'
+```
+
+**Expected Response**
+
+Expect to see a successfull response from the litellm proxy since the key passed in `X-Litellm-Key` is valid
+```shell
+{"id":"chatcmpl-f9b2b79a7c30477ab93cd0e717d1773e","choices":[{"finish_reason":"stop","index":0,"message":{"content":"\n\nHello there, how may I assist you today?","role":"assistant","tool_calls":null,"function_call":null}}],"created":1677652288,"model":"gpt-3.5-turbo-0125","object":"chat.completion","system_fingerprint":"fp_44709d6fcb","usage":{"completion_tokens":12,"prompt_tokens":9,"total_tokens":21}
+```
+
+</TabItem>
+
+<TabItem value="python" label="OpenAI Python SDK">
+
+```python
+client = openai.OpenAI(
+    api_key="not-used",
+    base_url="https://api-gateway-url.com/llmservc/api/litellmp",
+    default_headers={
+        "Authorization": f"Bearer {API_GATEWAY_TOKEN}", # (optional) For your API Gateway
+        "X-Litellm-Key": f"Bearer sk-1234"              # For LiteLLM Proxy
+    }
+)
+```
+</TabItem>
+</Tabs>
+
 ## Advanced - Custom Auth 
 
 You can now override the default api key auth.