I would like to do as follows. What would be the best way? A general answer will also be fine.
I would like to intercept an HTTP request at the client end to alter some
You could setup a proxy with HTTPListener. But I would think if you wanted to do it right, you'll need a program that is more low level.
I'd start with a simple proxy that just forwards all requests and returns back all responses. Once that is in place you can start inspecting the responses.
That is a good place to start.