Provide on a per-request basis to set authentication

[michael-o]

I am using this module along with pythongssapi/requests-gssapi, unfortunately the module is not threadsafe and I have to perform my requests with a ThreadPoolExecutor. Interleaving threads break requests. My basic code passes auth always to the session request now. Unfortunately, this module does not allow that. Or if you want to use alternative credentials this is not possible.

My request is to pass this through and if auth is None use the one from options/session else this one.