Headers not being set at http_request

I ended up ensuring that the headers are being set before the request is sent, using HTTP_REQUEST_SEND. Here is the working iRule:

when HTTP_REQUEST  {
     insert clientless mode
    set apmsessionid [HTTP::cookie value MRHSession]
    if { [HTTP::cookie exists "MRHSession"] } { set apmstatus [ACCESS::session exists -state_allow $apmsessionid]} else {set apmstatus 0}
    if {!($apmstatus)} {
         Insert Clientless-mode header to start APM in clientless mode
        if { [catch {HTTP::header insert "clientless-mode" 1} ] } {log local0. "[IP::client_addr]:[TCP::client_port] : TCL error on HTTP header insert clientless-mode : URL : [HTTP::host][HTTP::path] - Headers : [HTTP::request]"}
    }
}

when HTTP_REQUEST_SEND {
    clientside {
         empty the current headers
        HTTP::header remove username
        HTTP::header remove domain
        HTTP::header remove roles

         set the headers needed for the application
        HTTP::header insert username [ACCESS::session data get session.custom.login]
        HTTP::header insert domain [ACCESS::session data get session.custom.domain]
        HTTP::header insert roles [ACCESS::session data get session.custom.roles]
    }
}

when ACCESS_POLICY_COMPLETED {
    Authentication request for non bowser user-agent session denied
   if { ([ACCESS::policy result] equals "deny") } {
      ACCESS::respond 401 noserver WWW-Authenticate "Basic realm=\"My Web Services Authentication\"" Connection close
      ACCESS::session remove
      return
    } else {
        set allRoles ""
         grab the session data containing the groups associated with the member
        set s [ACCESS::session data get "session.ad.last.attr.memberOf"]
        set matched [split [string map [list {| CN=} \0] $s] \0]
        foreach match $matched {
            if { $match != "" } { 
                puts [string range $match 0 [expr [string first , $match] - 1]]
                set queryarray [split $match ","]
                set firstvalue [lindex $queryarray 0]
                set cleaneddata [string toupper [join $firstvalue _]]
                if { [string length allRoles] == 0 } {
                    append allRoles "ROLE_$cleaneddata"
                } else {
                    append allRoles ",ROLE_$cleaneddata"
                }
            }
        }
        puts $allRoles

         grab the session data containing the username associated with the member
        ACCESS::session data set session.custom.login [ACCESS::session data get "session.logon.last.logonname"]
         grab the session data containing the domaiin associated with the member
        ACCESS::session data set session.custom.domain [ACCESS::session data get "session.ad.last.actualdomain"]
         grab the session data containing the roles associated with the member
        ACCESS::session data set session.custom.roles $allRoles
    }
}