[dagit] Modify App initialization config

Summary:
A couple things:

• The subscriptionParams config value is not currently used
• We want to have the flexibility to add headers to HttpLink

These headers will also be applied as the connectionParams. This is a little awkward, but seems like it might be the best way for us to get initialization info to the server.

Test Plan: Buildkite. Run Dagit, verify that all http and ws connections behave correctly.

Reviewers: dgibson, bengotow, prha

Reviewed By: prha

Differential Revision: https://dagster.phacility.com/D9065