I set some 'add_header' options in my global local.cf and could not
figure out why they were not being applied. It turns out that because I
am using SQL user_prefs, any add_header lines I put in local.cf are just
ignored (even though I have no global or individual add_header lines
configured in my sql table).

Is there any documentation that details which options that I might
configure in local.cf that are overridden by user prefs simply existing?

I know I can set a @GLOBAL pref with these add_header lines if I wish,
and I can set them for my user, but I thought that by setting them in my
local.cf they would be honored globally as well, as certain other things
that are set there are honored globally. I'm not sure which are and
which are not.