RetrieveHeaders is a procedure that allows the HTTP protocol handler to read header values in an HTTP Response, and to store the raw headers in the Response for the protocol handler. 

RetrieveHeaders clears all headers in Response prior to reading new values. 

RetrieveHeaders repeatedly calls the ReadLn method in the IOHandler for the HTTP client until no more header data is available on the HTTP client connection, or an EIdConnClosedGracefully is raised. 

If an exception is raised, the HTTP client connection is closed. 

When all headers have been read from the client, RetrieveHeaders causes the header values to be moved to their corresponding properties in Response.

TIdHTTPResponse 

TIdHTTP.Response 

EIdConnClosedGracefully