I would like to know if there is a way to intercept the image loading requests of a browser and add some request headers expected by the server.
The actual scenario
No, there is not a way to do that, and it's a very good thing too.
(Well, there's no way to do it from your code. The browser owner can install a tool that alters requests if they so desire, of course.)
The fact that browsers issue HTTP requests for scripts and images in their own strict ways means that a site using XHR can prevent some kinds of CSRF attacks (cross-site request forgery) by having the server refuse certain requests if they don't include a special header that the site's own XHR code adds.
You can't control exactly what a browser does to the header with form posts, either.