How to setup X-Forwarded-For HTTP header to preserve the original client IP address for traffic translated by a SNAT ?

KOR, the HTTP profile's Request Header insert field will not accomplish what you're looking for. It will not expand an iRule value like [IP::client_addr], but rather takes a static value (ex. TEST=Foo). Further, the Insert X-Forwarded-For option will explicitly insert an "X-Forwarded-For" header into the request. If you want a specific header name other that X-Forwarded-For, you would want to use an iRule:

when HTTP_REQUEST {
    HTTP::header insert X-BIGIP-CALLING-IP [IP::client_addr]
}