It is not obvious how PyLD supports this mode of processing - when accessing a document that sets the context via a link header it gets passed to process_context() - but it should be possible to force use of a context during parsing json that comes from other sources, and cannot set the link header this way. I suspect this is possibly just a small tweak and/or updating the README with a relevant example.
The JSON-LD specification allows injecting a context into a json document before parsing..
https://w3c.github.io/json-ld-syntax/#interpreting-json-as-json-ld
It is not obvious how PyLD supports this mode of processing - when accessing a document that sets the context via a link header it gets passed to process_context() - but it should be possible to force use of a context during parsing json that comes from other sources, and cannot set the link header this way. I suspect this is possibly just a small tweak and/or updating the README with a relevant example.