We are setting up an AKS cluster on Azure, following this guide

We are running 5 .Net Core API's behind an ingress controller, everything works fine, requests are being routed nicely. However, in our SPA Frontend, we are sending a custom http header to our API's, this header never seems to make it to the API's, when we inspect the logging in AKS we see the desired http header is empty. In development, everything works fine, we also see the http header is filled in our test environment in AKS, so i'm guessing ingress is blocking these custom headers.

Is there any configuration required to make ingress pass through custom http headers?

EDIT:

{
  "kind": "Ingress",
  "apiVersion": "extensions/v1beta1",
  "metadata": {
    "name": "myappp-ingress",
    "namespace": "myapp",
    "selfLink": "/apis/extensions/v1beta1/namespaces/myapp/ingresses/myapp-ingress",
    "uid": "...",
    "resourceVersion": "6395683",
    "generation": 4,
    "creationTimestamp": "2018-11-23T13:07:47Z",
    "annotations": {
      "kubernetes.io/ingress.class": "nginx",
      "nginx.ingress.kubernetes.io/allow-headers": "My_Custom_Header", //this doesn't work
      "nginx.ingress.kubernetes.io/proxy-body-size": "8m",
      "nginx.ingress.kubernetes.io/rewrite-target": "/"
    }
  },
  "spec": {
    "tls": [
      {
        "hosts": [
          "myapp.com"
        ],
        "secretName": "..."
      }
    ],
    "rules": [
      {
        "host": "myapp.com",
        "http": {
          "paths": [
            {
              "path": "/api/tenantconfig",
              "backend": {
                "serviceName": "tenantconfig-api",
                "servicePort": 80
              }
            },
            {
              "path": "/api/identity",
              "backend": {
                "serviceName": "identity-api",
                "servicePort": 80
              }
            },
            {
              "path": "/api/media",
              "backend": {
                "serviceName": "media-api",
                "servicePort": 80
              }
            },
            {
              "path": "/api/myapp",
              "backend": {
                "serviceName": "myapp-api",
                "servicePort": 80
              }
            },
            {
              "path": "/app",
              "backend": {
                "serviceName": "client",
                "servicePort": 80
              }
            }
          ]
        }
      }
    ]
  },
  "status": {
    "loadBalancer": {
      "ingress": [
        {}
      ]
    }
  }
}