Ok, this is an old thread, but just today I stumbled upon this very same problem.
I build a program to create mail filters programatically, but there is no add_header action!
When I listed all my filters using the API, many of them had the add_header action.
Following that, I deleted all of them, and tried to rebuild them from the list.
And alas: I can't because this action is not implemented!
Now I have a VERY broken filter list that I must reconstruct by hand.
And, even more important: add_header is the only way to flag messages in a compatible manner.
Without this option, the API for mail filters is way too restricted, and almost useless.
Am I typing the action correctly? Is there a workaround?
Will this be implemented?
Please, shed a light!
Thanks a lot!