I\'m creating a web test client for some services I\'m working on, and as part of the requirements for that, I would like to be able to display the full request and response
The inspectors look at the messages right after the message exists the formatter, and before it reaches any of the protocol channels (such as security) which will (potentially) change the message before passing it over (see the diagram in the post about WCF channels at http://blogs.msdn.com/b/carlosfigueira/archive/2011/07/12/wcf-extensibility-channels.aspx). So at the inspector level you won't be able to find any additional SOAP headers added by the message. The HTTP headers are added by the transport which is also reached after the message passes through the message inspector.
If you want to see all the SOAP headers in the message, you can either create a new "protocol" channel (the sample at http://msdn.microsoft.com/en-us/library/ms751495.aspx does exactly that) or a new message encoder (it can wrap the existing encoder, and inspect the outgoing messages right before they're encoded).
To be able to see the HTTP headers it's harder, since the transport is the last part through which the message passes in WCF. I think you could write a custom transport channel to do that, but that would definitely be a lot of code.