Reverse proxy configuration for flask_gunicorn_embed.py example

Unless I am misunderstanding the question, then no. AFAIK the only “user-configurable” header that the websocket protocol supports is Sec-WebSocket-Protocol and Bokeh already uses that for transmitting session tokens.

Is there a reason you want to use the gunicorn approach specifically? More typically people probably run multiple server instances behind a load balancing reverse proxy like nginx or Apace.