Allow dataset streaming from private a private source when loading a dataset with a dataset loading script
### Feature request

Add arguments to the function _get_authentication_headers_for_url_ like custom_endpoint and custom_token in order to add flexibility when downloading files from a private source.

It should also be possible to provide these arguments from the dataset loading script, maybe giving them to the dl_manager

### Motivation

It is possible to share a dataset hosted on another platform by writing a dataset loading script. It works perfectly for publicly available resources.

For resources that require authentication, you can provide a [download_custom](https://huggingface.co/docs/datasets/package_reference/builder_classes#datasets.DownloadManager) method to the download_manager.

Unfortunately, this function doesn't work with **dataset streaming**.

A solution so as to allow dataset streaming from private sources would be a more flexible _get_authentication_headers_for_url_ function.

### Your contribution

Would you be interested in this improvement ? 
If so I could provide a PR. I've got something working locally, but it's not very clean, I'd need some guidance regarding integration.