Coming from ZBX-21765

Quoting https://www.rfc-editor.org/rfc/rfc7230.html

Each header field consists of a case-insensitive field name followed
   by a colon (":"), optional leading whitespace, the field value, and
   optional trailing whitespace.

So, while white space is optional since some web servers are unhappy with those I think it's nice to have it.

Steps to reproduce:

Create a web scenario step with user-defined headers on a web scenario or a step level.

Result:

Watch how the header is added:

Header:value

Expected:

Header: value