Add tests for extra auth headers

[convoliution]

Changes

• add tests for Pass through extra headers on every request. #2510
• simplify importing _utils in test_entities.py

Tests

$ pytest test_entities.py::TestClient::test_extra_auth_headers_in_conn \
> test_entities.py::TestClient::test_extra_auth_headers_in_request
==================================================== test session starts ====================================================
platform darwin -- Python 3.7.10, pytest-6.2.4, py-1.10.0, pluggy-0.13.1
rootdir: /Users/miliu/Documents/modeldb/client/verta/tests, configfile: pytest.ini
plugins: hypothesis-6.14.0
collected 2 items                                                                                                           

test_entities.py ..                                                                                                   [100%]

============================================= 2 passed, 104 warnings in 11.03s ==============================================