If you need to add a custom header to your request see Custom HTTP headers : naming conventions
That being said, I don't see any reason for the client to choose the signature algorithm. The signature choice should be decided by the service issuing it and should depend on security tradeoffs acceptables for this service.
APIs accepting this token should be able to verify the signature of this token. So it is APIs consuming this token that should be able to accept the same encryption algorithm and should have access to corresponding public keys (or shared secret) that was used when issuing the token.
If the contents of the token (payload) are useful for intermediary parties, it can be decoded (base64) withouth any knowledge of the encryption algorithm used to sign the key.
If the token is issued for a third party service (such as in oauth2 protocol), the token should be opaque for this kind of actors.