Hi,
I've been able to configure and connect to GraphQL with Authorization. Setting the header in OnHandshake event is correct, you must set there. But GraphQL uses his own protocol, so before you open a websocket connection you must register this protocol in websocket client.
Client.RegisterProtocol('graphql-ws');
Once registered you can open websocket connection.
As shown in screenshot, I can connect and request a query which returns all records of a sample table.
Kind Regards,
Sergio