This is technically not a bug - as you say, headers are case insensitive - so it should be up to the server to accept the same header with different casing. Have you filed a bug with Jenkins?

In practice, I wonder if it would be worthwhile to make the reverse proxy keep the original cases. Does net/http have a history of accomodating to broken software?

@mvdan I didn't fire a bug in Jenkins yet cause I have to prove the issue first. Figuring out if I could modify header with a middleware and set case-sensitive headers at all.

P.S.: it's not that simple:

package main

import (
	"fmt"
	"net/http"
)

func main() {
	h := http.HandlerFunc(func(w http.ResponseWriter, r *http.Request) {
		w.Header().Set("RaNdOmCaSe", "oK")
		fmt.Fprintf(w, "Check out headers! %s\n", r.URL.Path)
	})
	http.Handle("/", h)
	http.ListenAndServe(":8080", nil)
}

Results in Randomcase: oK

P.P.S.: That works: w.Header()["RaNdOmCaSe"] = []string{"oK"}
P.P.P.S.: Developed middleware to rewrite headers and proved it fixed Jenkins. Here's that check.
Jenkins issue.

Great, sounds like this is an issue in Jenkins, not Go. I'm going to close this.

@tombergan I still don't think modifying header names is a good behaviour. I'm sure Jenkins is not the only software to get headers by simple string comparison and debugging this is tricky.

Canonicalized header names have been in net/http from the beginning. Any server that relies on case-sensitive names is going to have a very bad time when they switch to http/2. Case-sensitive names are not going to be supported, sorry.