Change the location of add_theme_support( ‘custom-header’ ) in the customizer

This is kind of a hacky way to accomplish this but digging around core reveals that the default section name is header_image:

https://core.trac.wordpress.org/browser/tags/3.5.1/wp-includes/class-wp-customize-control.php#L734

So if we name the section we want it added to as header_image, the custom-header settings will automatically apply to that section. For example:

$wp_customize->add_panel( 
    'example_panel', 
        array(
        'priority' => 10,
        'capability' => 'edit_theme_options',
        'theme_supports' => '',
        'title' => __( 'Example Panel', 'textdomain' ),
        'description' => __( 'Description of what this panel does.', 'textdomain' ),
    ) 
);

$wp_customize->add_section(
    'header_image',
    array(
        'title' => __( 'Slider Images', 'textdomain' ),
        'description' => __( 'This is a section for the slider images.', 'textdomain' ),
        'priority' => 10,
        'panel' => 'example_panel',
    )
);

/* Header Image controls will load here */

The header images controls will display and you can you can continue to add other settings in the panel:

$wp_customize->add_control(
    'example_text',
    array(
        'label' => __( 'Example Text', 'textdomain' ),
        'section' => 'header_image',
        'type' => 'text',
        'panel' => 'example_panel'
    )
);