RFC6648 recommends that you assume that your custom header "might become standardized, public, commonly deployed, or usable across multiple implementations." Therefore, it recommends not to prefix it with "X-" or similar constructs.
However, there is an exception "when it is extremely unlikely that [your header] will ever be standardized." For such "implementation-specific and private-use" headers, the RFC says a namespace such as a vendor prefix is justified.
