I've spent a few hours looking for a way to inject HTTP response headers in a rewrited URL directly from the Apache configuration.
Here's the trick, in the RewriteRule just set a environment variable, ie: "addheader".
But unfortunately, this one can't be used as-is as a condition in the "Header" directive. In this case you'll need to rely on the presence / absence of the "REDIRECT_addheader" :
RewriteEngine On
RewriteRule ^([A-Z]{2})_([a-z]{2})$ /rewrite.php?a=$1&b=$2 [L,E=addheader:1]
Header set my-header "myvalue" env=REDIRECT_addheader