The nodejs version of Sentry seems to have possibility (not tested, just browsing the source code) be adjusted to add headers through the transportOptions.headers.
To add here the iOS version of the native code.
I could not find from iOS or Android native code a way to add custom headers, so it would require changes for both of those and the RN native module to pass such information.
The sentry-cli implementation I didn’t check how it makes the requests to the api path. But obviously would require parameters for cli for custom headers, but then again getting token for the AD will be a bit problematic for server side as it would be DevOps Pipelines running the command. Would need to be some persisting token.