How can I enable keep alive (Not accessing to Apache)

Question

Check out wp_headers filter:

/**
 * Filter WordPress headers before sent
 *
 * @see  https://developer.wordpress.org/reference/hooks/wp_headers/
 */
function wpse_289493($headers, $wp)
{
    foreach ($headers as $key => $value) {
        if ('connection' === strtolower($key)) {
            unset($headers[$key]);
        }
    }

    $headers['Connection'] = 'Keep-Alive';

    return $headers;
}

// Add filter
add_filter('wp_headers', 'wpse_289493', 10, 2);