Currently it is impossible to specify your own HTTP host header in the SLM-application nRFConnectSDK. The host header is appended automatically by Zephyr by using the host-parameter on the http_request object. Specifying your own Host: header through AT-commands will cause the Host header to be sent twice, making the HTTP-server return an invalid request error such as the user below experienced:
RE: Format for HTTP request using AT commands in SLM application
A possible fix is to check if the Host: header is present in the AT command and replace that in the http_request object in the SLM-application. For applications using their own DNS-driver (eg. we are having trouble with some networks supporting only supporting PCO, and some ePCO so we use our own DNS and use IP's in AT-commands) this is troublesome. Also, this isn't documented behavior in the nRFConnectSDK.