Header missing on production server

I'm working on custom module which requires "Accept-Encoding" header to be sent to the server. But for some reason server is cutting this header.

I have following code:

request.Headers.Add("Accept-Encoding", "gzip, deflate");

But when I'm checking headers by wireshark this header is not there. I've added dummy header:

request.Headers.Add("Custom-Header","my info");

and this header is visible in WireShark

Custom-Header: my info\r\n

When I tried to analyze packets in Fiddler on server (and setup it as proxy) everything is working and Header is passed to application. Also when I'm connecting locally header is passed to application. However when I'm connecting externally it is cut. I've tried to enable/disbale automatic compression on server but that doesn't helped.