Zscaler Support might ask you to provide HTTP headers when troubleshooting certain issues. The HTTP headers identify the specific URL the browser accessed when you opened a web page. Google Chrome has a built-in developer tool that allows you to capture HTTP headers and save them to a file.
open Google Chrome.
to open developer tools, press CTRL + SHIFT + i
or on the top right, hover to 3 dot menu select More tools > Developers.
click on Network Tab.
always make sure the record button is red and checked the Preserve Log.
Browse one of the website you want to load, Once the test is completed, right click on one transaction and select Save all as HAR with content.
after saving the file, open a support case and send it to Zscaler Support.