How to add an HTML tag to the Header?

Question

The hook you’re looking for is wp_head.

functions.php

add_action( 'wp_head', 'se343581_add_preload_tag', 5);
function se343581_add_preload_tag()
{
    echo '<link rel="preload" href="'. 
         plugins_url('/gdpr-cookie-compliance/dist/styles/lity.css') .
         '" as="style">';
    //
    // -- if added in plugin file --
    // echo '<link rel="preload" href="' . plugin_dir_url( __FILE__ ) . 'some_subdir/file_name.css" as="style">';
}