Add correlation_id to request logs

What does this MR do?

Add correlation_id to trace logs

Why was this MR needed?

Log the X-Request-Id better known as correlation_id when we send a patch request to the coordinator. This will allow administrators use the correlation_id and use distributed tracing to find out the strack trace in rails, and other applications involved. More information can be found in https://docs.gitlab.com/ee/development/distributed_tracing.html#using-jaeger-in-the-gitlab-development-kit, this can also be used to filter in sentry.

Are there points in the code the reviewer needs to double check?

Does this MR meet the acceptance criteria?

• Documentation created/updated
• Added tests for this feature/bug
• In case of conflicts with master - branch was rebased