参考：
1.IJKPlayer问题集锦之不定时更新http://www.jianshu.com/p/220b00d00deb#
2.https://github.com/Bilibili/ijkplayer/issues/1150

    Map<String, String> headers = new HashMap<>();
    Uri uri = Uri.parse(url);
    headers.put("Host",uri.getHost());
    headers.put("Cookie"," " + cookie + ";\r\n");
    headers.put("http_proxy", "http://123.123.123.123:80");
    ijkMediaPlayer.setDataSource(uri, headers);

headers也是在内部被转化为何issuses一样的setOption方法

    ijkMediaPlayer.setOption(IjkMediaPlayer.OPT_CATEGORY_FORMAT,"http_proxy", "http://123.123.123.123:80");
    ijkMediaPlayer.setOption(IjkMediaPlayer.OPT_CATEGORY_FORMAT,"headers", "test");

源码如下 IjkMediaPlayer.java

/**
 * Sets the data source (file-path or http/rtsp URL) to use.
 *
 * @param path the path of the file, or the http/rtsp URL of the stream you want to play
 * @param headers the headers associated with the http request for the stream you want to play
 * @throws IllegalStateException if it is called in an invalid state
 */
public void setDataSource(String path, Map<String, String> headers)
        throws IOException, IllegalArgumentException, SecurityException, IllegalStateException
{
    if (headers != null && !headers.isEmpty()) {
        StringBuilder sb = new StringBuilder();
        for(Map.Entry<String, String> entry: headers.entrySet()) {
            sb.append(entry.getKey());
            sb.append(":");
            String value = entry.getValue();
            if (!TextUtils.isEmpty(value))
                sb.append(entry.getValue());
            sb.append("\r\n");
            setOption(OPT_CATEGORY_FORMAT, "headers", sb.toString());
            setOption(IjkMediaPlayer.OPT_CATEGORY_FORMAT, "protocol_whitelist", "async,cache,crypto,file,http,https,ijkhttphook,ijkinject,ijklivehook,ijklongurl,ijksegment,ijktcphook,pipe,rtp,tcp,tls,udp,ijkurlhook,data");
        }
    }
    setDataSource(path);
}

其他可配置的参数可参考FFmpeg文档：https://ffmpeg.org/ffmpeg-protocols.html#http