Excel Documentation Help

I am having trouble finding documentation in regards to what types of http headers and values Excel expects to determine what type of authentication to use or whether to authenticate at all.

For example, I have a web server that is home to excel files that require basic authentication to access.

Using a data link to reference a URL to the file for download prompts me the first time to provide credentials as expected.

If I save the excel document and try to refresh the links at a later date, no prompt is used to authenticate and the document fails to connect the first time. If I simply click to update the values through the data tab in the ribbon, my cached credentials are applied and the document is updated properly without any prompt.

Does excel expect any specific headers to know to prompt for credentials without having to update values again at first load?

I also noticed a number of "HEAD" and "OPTIONS" http requests are made to my server as well.

Any assistance is greatly appreciated.