Some websites can only be crawled if custom headers are used, as the server rejects Sitebulb's HTTP request without them. If this is the case, you would need to add the custom headers at the point of setting up your audit. You'll find the option to add Custom Headers via the Authentication Settings.
Scroll down to find the custom headers setup area and add your header name and value.
Trying to authenticate a Shopify website? Check out our dedicated guide to crawling Shopify websites with Sitebulb.