[exporter/datadog] Add headers to link RUM with mobile application traces

Component(s)

exporter/datadog

Is your feature request related to a problem? Please describe.

Our issue is that we already have a nice opentelemetry implementation on our mobile application. Since we also have a custom backend, we have a component dedicated to get opentelemetry traces from the mobile, making processing and then forward them either to our jaeger or Datadog (via the opentelemetry collector).

Now that we integrated the RUM SDK from Datadog, we like the link between the proprietary traces and the RUM events, and we want to achieve the same with our custom opentelemetry implementation. Datadog support tolds us to add headers, but I'm not sure it will work since the flow is the following:

mobile app -> specific component on the backend -> opentelemety collector -> Datadog

The headers could be dropped between the app and Datadog. We were wondering if we could just craft the headers on the backend side, in the opentelemetry collector and send them to Datadog. But we are unable to do that currently.

Describe the solution you'd like

We would like to add headers to the Datadog request, depending on variable values (typically the required elements to link RUM and traces)

Describe alternatives you've considered

Currently, depending on Datadog support answer, we are considering adding the required headers on the backend side and hope everything links together.

Additional context

No response

open-telemetry / opentelemetry-collector-contrib