The solution is to use @RequestHeader annotation instead of feign specific annotations

@FeignClient(name="Simple-Gateway")
interface GatewayClient {    
    @RequestMapping(method = RequestMethod.GET, value = "/gateway/test")
    String getSessionId(@RequestHeader("X-Auth-Token") String token);
}

I have done this before using a RequestInterceptor as follows:

@Component
public class MyRequestInterceptor implements RequestInterceptor {
  @Override
  public void apply(RequestTemplate template) {
    template.headers(getHeadersFromWherever());
  }
}

You can find some more useful information here:

https://github.com/Netflix/feign#user-content-setting-headers-per-target

You simple pass your header as an argument and you declare your method in your interface accordingly. Please find snippet of code below.

And when you run your Feign client with logging level full (feign.client.config.default.loggerLevel=full), you'll see the authorization header (being an OAuth Bearer access token in my case).

Hopefully this helps.

All the best, Wim

@FeignClient(name="mde", url="${MDE.campaignServiceEndpoint}")
public interface CampaignClientService {
    @RequestMapping(method = RequestMethod.GET, value = "/useCases/search/findByName?name={name}")
    @Cacheable("placementUseCase")
    PlacementUseCase findUseCaseByName(@RequestHeader(value = "Authorization", required = true) String authorizationHeader, @PathVariable("name") String name);

You can create an interceptor that'd inject headers in all requests as below:

@Bean
public RequestInterceptor requestInterceptor() {
  return requestTemplate -> {
      requestTemplate.header("user", username);
      requestTemplate.header("password", password);
      requestTemplate.header("Accept", ContentType.APPLICATION_JSON.getMimeType());
  };
}

Also it provides a way to set interceptor using property files as below:

feign:
  client:
    config:
      default:
        requestInterceptors:
          com.baeldung.cloud.openfeign.JSONPlaceHolderInterceptor

we can create the configuration with default as the client name to configure all @FeignClient objects, or we can declare the feign client name for a configuration

Reference: https://www.baeldung.com/spring-cloud-openfeign

EDIT: Another way is to set headers in yml as below:

feign:
  client:
    config:
      default:
        defaultRequestHeaders:
          Authorization:
            - Basic dXNlcjpwYXNzd29yZA==
          SomeOtherHeader:
            - Value1
            - Value2