Java has a lot of options to work with HTTP.
Option 1
Since Java 9, there is a built-in HTTP client. So You can use it to create a request without any third-party libraries.
A simple example is something like this:
HttpRequest request2 = HttpRequest.newBuilder()
.uri(new URI("some url"))
.header("someHeader", "value1")
.header("anotherHeader", "value2")
.GET()
.build();
For more examples see here
Option 2
Use third party libraries, there are many: OkHttpClient, More "old-school" Apache Http Client (HttpComponents
Option 3
If you're using spring, you might consider using Spring's WebClient. There are also wrappers in spring like RestTemplate that can come handy, but it really depends on what would you like to work with.
Many clients are coming with http connection pools that should be properly set up.
In addition, in your example, I see that you work with https - all these clients support it but it should be properly set up.