Use provided request headers in urllib3

outside. However, `Urllib3HttpConnection` did not use these headers but
only its default ones.

With this commit, `Urllib3HttpConnection` will either use the default
ones or merge the default headers with the provided ones if there are
any.

Relates #618

elasticsearch/connection/http_urllib3.py

@@ -142,10 +142,11 @@ def perform_request(self, method, url, params=None, body=None, timeout=None, ign
             if not isinstance(method, str):
                 method = method.encode('utf-8')
 
+            request_headers = self.headers
             if headers:
-                request_headers = dict(self.headers)
-                request_headers.update(headers or {})
-            response = self.pool.urlopen(method, url, body, retries=False, headers=self.headers, **kw)
+                request_headers = request_headers.copy()
+                request_headers.update(headers)
+            response = self.pool.urlopen(method, url, body, retries=False, headers=request_headers, **kw)
             duration = time.time() - start
             raw_data = response.data.decode('utf-8')
         except Exception as e: