Include header when chunks are fetched with code splitting

I've used code splitting to seprate restricted parts of my app into different chunks. This is working great so far, now I would like to ensure that the files themselves don't get served unless authenticated. I was thinking of using ngx_http_auth_request_module

http://nginx.org/en/docs/http/ngx_http_auth_request_module.html#auth_request

Which allows to send a sub-request before serving certain files. How can I ensure that certain headers are always send as part of the HTTP request when React wants to fetch the necessary chunks?

from Include header when chunks are fetched with code splitting