<http_request> - Operation not supported (line 5) invoked from within "HTTP::header insert X-Forwarded-Proto "https"" </http_request>

I tested the following basic iRule and was unable to recreate your issue. (It inserts the header, as expected, and no error message is generated.):

when HTTP_REQUEST {
    HTTP::header insert "X-Forwarded-Proto" "http"
}

Would you add your iRule code to this question so as we can see the context in which you are trying to add the header, please?

You probably have other iRules on which you are doing redirect or suchlike.