The reason you are not seeing continuation is that you are executing the query via the iterable which handles the continuations for you. If you use the ExecuteQuerySegmented methods you will receive a ResultSegment object which contains both the segment of results and the continuationtoken.
If your simply need access to the headers you may make use of the getResponseReceivedEventHandler in the OperationContext which will give you access to the HTTPUrlConnection for every request that is sent to the service.
For Example :
OperationContext opContext = new OperationContext();
opContext.getResponseReceivedEventHandler().addListener(new StorageEvent<ResponseReceivedEvent>() {
@Override
public void eventOccurred(ResponseReceivedEvent eventArg) {
HttpURLConnection conn = (HttpURLConnection) eventArg.getConnectionObject();
// Access headers here
}
});
Iterator<DynamicTableEntity> rows = client.execute(query, null /* requestOptions */, opContext).iterator();
...
joe