changelog: adds note about closing #10971

CHANGELOG.md

 # 5.3.0 (unreleased)
 
+* **Dataproxy**: Pass configured/auth headers to a Datasource [#10971](https://github.com/grafana/grafana/issues/10971), thx [@mrsiano](https://github.com/mrsiano)
 * **Cleanup**: Make temp file time to live configurable [#11607](https://github.com/grafana/grafana/issues/11607), thx [@xapon](https://github.com/xapon)
 
 # 5.2.0 (unreleased)