Does your API definition documentation include that header in the response definition?
If you add it you might find the gateway's CORS policy will include it for you. Gwscript isn't going to work here - the CORS response is defined by the CORS policy but you should be able to get it to do what you need. Check the docs for that policy?
The starting point is making sure you have documented in your API definition that headers like that will be returned.
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Chris Dudley
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