### 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)

lib/utils.js
key = key.toLowerCase();
  const keys = Object.keys(obj);
  let i = keys.length;
  let _key;
  while (i-- > 0) {
    _key = keys[i];
    if (key === _key.toLowerCase()) {
      return _key;
    }
  }
  return null;
}
const _global = (() => {
  
  if (typeof globalThis !== "undefined") return globalThis;
  return typeof self !== "undefined" ? self : (typeof window !== 'undefined' ? window : global)
})();
const isContextDefined = (context) => !isUndefined(context) && context !== _global;
/**
 * Accepts varargs expecting each argument to be an object, then
 * immutably merges the properties of each object and returns result.
 *
 * When multiple objects contain the same key the later object in
 * the arguments list will take precedence.
 *
 * Example:
 *
 * ```js
 * var result = merge({foo: 123}, {foo: 456});
 * console.log(result.foo); // outputs 456