[REQ] Rust: Copy headers in case of errors

[omer-shtivi]

Is your feature request related to a problem? Please describe.

Some APIs when an error is returned they provides headers which are useful:
example:
https://learn.microsoft.com/en-us/rest/api/power-bi/#throttling
But the code which generated doesn't copy the headers.

Describe the solution you'd like

Copy the response of the headers into the returned error like the body is copied.