Environment: Exchange Online
Is it possible to Insert Custom value in the Message Header of an email?
Yes, via Transport rules: https://docs.microsoft.com/en-us/exchange/security-and-compliance/mail-flow-rules/mail-flow-rule-act...
Sorry I should have added earlier -
Is it possible to add the sender address to an existing message header value (type: X-Protective)
Here, sender address will change based on the sender id.
Any suggestion will be of great help.
In general yes, but depends on the header. Some headers will be stripped/overwritten by the server, you cannot for example "forge" and antispam header, etc.
Any article that you shared that provides the approach of how to get it tested?
there are some examples in the article above.