@IBOutlet weak var wkWebView: WKWebView!
let html = "..." // HTML с изображениями и т.д.
wkWebView.loadHTMLString("<font face='GothamRounded-Bold' size='17'>\(html)</font>", baseURL: nil)
There will not be any difference between loading web view from loadRequest vs loadHTMLString method, shouldStartLoadWithRequest method will be called in both cases. You can override your headers there and add header as per your requirements.