[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/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}