can you be a bit more specific on how you're building the request and which header fields you need to send? In general, the HttpRetriever is able to send arbitrary header data which you pass from an input table, and thus the authentication should be possible. If you can supply a sample workflow, this might help in understanding your specific problem.
For sending cookie data, you can use the HttpRetriever's second input port and provide key-value data which will be send as cookies. Correspondigly, any cookies set during the node's execution are output through the second output port.
Best,
Philipp
PS: Just to avoid any confusion: "GET Resource" is not from Palladian. If you require assistance with those nodes, you should head over to the KREST subforum.