Is there a way to add custom email headers in GroupWise?

I have recently deployed a Sophos UTM firewall which has its own "SPX Encryption" which allows for email content monitoring and if something like a social security number or credit card are in the email message it will trap the message and send the recipient a message to log into the firewall's portal to access the message. I contacted Sophos' support who simply replied that they are not compatible with GroupWise, but since the firewall is simply acting as a SMTP relay, in my mind it shouldn't matter which email system is relaying through the firewall. Their instructions do say however that the email client just needs to allow for the creation of a custom header to work.

Has anyone been able to get GW to work with a Sophos UTM's SPX Encryption or is there a way to add a custom header to see if I can make this work? Thanks!