It's standard practice in MediaWiki to propagate the x-request-id header for any HTTP requests made as a result of handling a user query. (We've also added traceparent and tracestate since to be compliant with the W3C TraceContext Recommendation; see also T320559).
WikiLambda's OrchestratorRequest doesn't do this however -- it calls Guzzle and only includes a User-Agent header.
This affects our distributed tracing implementation, breaking the relationships there. It also means that you can't search in Logstash for the x-request-id from a user's request and find any associated logs from the wikifunctions service. They're recorded underneath a freshly-generated x-request-id instead.