### Describe the bug

Sending a request to a specific link that in response, one of his header names is "Set" will cause an "uncaughtException" that cannot be avoided, even by using interceptors, since the `setHeader` called before the interceptors for the response handling.

```
TypeError: Cannot assign to read only property 'set' of object '[object Object]'\n    at setHeader 
(/app/node_modules/axios/dist/node/axios.cjs:1651:30)\n    at /app/node_modules/axios/dist/node/axios.cjs:1656:51\n    at 
Object.forEach (/app/node_modules/axios/dist/node/axios.cjs:293:10)\n    at setHeaders 
(/app/node_modules/axios/dist/node/axios.cjs:1656:13)\n    at AxiosHeaders.set 
(/app/node_modules/axios/dist/node/axios.cjs:1659:7)\n    at new AxiosHeaders 
```

### To Reproduce

Send a GET request to the following link: https://my424369.businessbydesign.cloud.sap/sap/public/ap/ui/repository/SAP_UI/HTMLOBERON5/client.html?app.component=/SAP_UI_CT/Main/root.uiccwoc&rootWindow=X&redirectUrl=/sap/public/byd/runtime&slalala=25

You will receive the error mentioned above.

### Code snippet

```js
axios.get('https://my424369.businessbydesign.cloud.sap/sap/public/ap/ui/repository/SAP_UI/HTMLOBERON5/client.html?app.component=/SAP_UI_CT/Main/root.uiccwoc&rootWindow=X&redirectUrl=/sap/public/byd/runtime&slalala=25')
```


### Expected behavior

_No response_

### Axios Version

1.4.0

### Adapter Version

_No response_

### Browser

_No response_

### Browser Version

_No response_

### Node.js Version

18.12.1

### OS

Windows 11

### Additional Library Versions

_No response_

### Additional context/Screenshots

#### Response Headers

![chrome_UdptZcbAHk](https://github.com/axios/axios/assets/21152343/75468974-403c-4573-9632-18c680bada1a)

test/unit/core/AxiosHeaders.js
});
    });
    it('should concatenate raw headers into an AxiosHeader instance', function () {
      const a = 'a:1\nb:2';
      const b = 'c:3\nx:4';
      const headers = AxiosHeaders.concat(a, b);
      assert.deepStrictEqual({...headers.toJSON()}, {
        a: '1',
        b: '2',
        c: '3',
        x: '4'
      });
    });
    it('should concatenate Axios headers into a new AxiosHeader instance', function () {
      const a = new AxiosHeaders({x: 1});
      const b = new AxiosHeaders({y: 2});
      const headers = AxiosHeaders.concat(a, b);
      assert.deepStrictEqual({...headers.toJSON()}, {
        x: '1',
        y: '2'
      });
    });
  });
  describe('toString', function () {
    it('should serialize AxiosHeader instance to a raw headers string', function () {
      assert.deepStrictEqual(new AxiosHeaders({x:1, y:2}).toString(), 'x: 1\ny: 2');
    });
  });
});