From nodejs v22 now you can pass a WebSocketInit as the second parameter. Example:

var ws = new WebSocket(url, {
  protocols: ...
  headers: {
    'User-Agent': 'xxx',
    ...
  },
})

Though this is not been written in MDN Docs, but nodejs chose undici as WHATWG implementation, like fetch/WebSocket.

• https://github.com/whatwg/websockets/issues/42
• https://github.com/nodejs/undici/blob/main/docs/docs/api/WebSocket.md