[ML] [Transforms] prefer secondary auth headers for transforms (#86757)

When creating and updating transforms, it is possible for clients to provide secondary headers.

When PUT, _preview, _update is called with secondary authorization headers, those are then used or stored with the transform.

closes: https://github.com/elastic/elasticsearch/issues/86731

docs/reference/transform/apis/preview-transform.asciidoc

@@ -27,10 +27,15 @@ Previews a {transform}.
 
 Requires the following privileges:
 
-* cluster: `manage_transform` (the `transform_admin` built-in role grants this 
+* cluster: `manage_transform` (the `transform_admin` built-in role grants this
   privilege)
 * source indices: `read`, `view_index_metadata`.
-
++
+--
+NOTE:  If you provide
+<<http-clients-secondary-authorization,secondary authorization headers>>, those
+credentials are used.
+--
 [[preview-transform-desc]]
 == {api-description-title}
 

docs/reference/transform/apis/put-transform.asciidoc

@@ -24,6 +24,12 @@ Requires the following privileges:
 * source indices: `read`, `view_index_metadata`
 * destination index: `read`, `create_index`, `index`. If a `retention_policy` is configured, the `delete` privilege is
   also required.
++
+--
+NOTE:  If you provide
+<<http-clients-secondary-authorization,secondary authorization headers>>, those
+credentials are used.
+--
 
 [[put-transform-desc]]
 == {api-description-title}

docs/reference/transform/apis/update-transform.asciidoc

@@ -44,7 +44,9 @@ each checkpoint.
 
 * When {es} {security-features} are enabled, your {transform} remembers which
 roles the user who updated it had at the time of update and runs with those
-privileges.
+privileges. If you provide
+<<http-clients-secondary-authorization,secondary authorization headers>>, those
+credentials are used instead.
 * You must use {kib} or this API to update a {transform}. Do not update a
 {transform} directly via `.transform-internal*` indices using the {es} index API.
 If {es} {security-features} are enabled, do not give users any privileges on