"Should-Retry" is useful, but "Idempotent-Replayed" while might be somewhat useful for debugging, makes the idempotent semantics worse: i.e. the side-effect idempotency stays the same, while result isn't idempotent.

I guess in HTTP you may say that only the body of the HTTP response is the result, not the headers. But I implemented a similar system for GraphQL, and there are these boolean flags (isRetry and isReplayed, etc.) are part of the mutation inputs and/or payloads. The same with the "Idempotency-Key" itself, which is called clientMutationId in Relay mutation spec. The added value of not using HTTP headers is that it also works over websockets.