threadvar
  ThreadApplicationName: string;

procedure StartServer;
var
  Server: THttpSysServer;
  Module: TRemoteDBModule;
begin
  Server := THttpSysServer.Create;
  try
    Module := TRemoteDBModule.Create(''http://localhost:2001/tms/remotedb'',
      TDBConnectionFactory.Create(
        function: IDBConnection
        var
          Module: TConnectionModule;
        begin
          Module := TConnectionModule.Create(nil);
          // Use ThreadApplicationName to configure your connection
          if ThreadApplicationName <> '''' then
            Module.FDConnection.Params.Values[‘ApplicationName’] := ThreadApplicationName;
          Result := TFireDacConnectionAdapter.Create(Module.FDConnection1, Module);
        end
      )
    );
    Module.AddMiddleware(TAnonymousMiddleware.Create(
      procedure(C: THttpServerContext; Next: THttpServerProc)
      begin
        ThreadApplicationName := C.Request.Headers.Get(''db-app-name'');
        Next(C);
        ThreadApplicationName := '''';
      end
    ));
    Server.AddModule(Module);
    Server.Start;
    WriteLn(''RemoteDB server running...'');
    ReadLn;
  finally
    Server.Free;
  end;
end;

  RemoteDBDatabase1.OnRequestSending := RequestSending;

procedure TfmThreeTierAureliusRemoteDB.RequestSending(Sender: TObject;
  Req: THttpRequest);
begin
  Req.Headers.SetValue(''db-app-name'', ''My Application'');
end;