how to insert custom header in Application loadbalancer

Hello.

I don't think it's possible to set custom headers using ALB alone.
So, as an alternative, how about setting AWS WAF to ALB and setting a custom header in AWS WAF?
https://docs.aws.amazon.com/waf/latest/developerguide/customizing-the-incoming-request.html
This feature allows you to set a custom header with the prefix "x-amzn-waf-".

Alternatively, you can also set custom headers using CloudFornt.
https://docs.aws.amazon.com/AmazonCloudFront/latest/DeveloperGuide/add-origin-custom-headers.html
https://docs.aws.amazon.com/AmazonCloudFront/latest/DeveloperGuide/restrict-access-to-load-balancer.html#restrict-alb-add-custom-header