[7.x] [ML] Sending secondary auth headers to _explain (#79814)

[jgowdyelastic]

Backports the following commits to 7.x:

• [ML] Sending secondary auth headers to _explain ([ML] Sending secondary auth headers to _explain #79814)

[kibanamachine]

💚 Build Succeeded

• continuous-integration/kibana-ci/pull-request
• Commit: 6e83cc7

Metrics [docs]

✅ unchanged

To update your PR or re-run it, just comment with:
@elasticmachine merge upstream

[elasticmachine]

Pinging @elastic/ml-ui (:ml)