Getting connection refused errors with OpenAI embeddings on local

I don’t have the OpenAI key set in my docker env but I’ve set the OpenAI API key in my connection:

weaviate_client = weaviate.connect_to_local(
    auth_credentials=Auth.api_key(DOCKER_API_KEY), 
    headers={"X-OpenAI-Api-Key": OPENAI_API_KEY}
)

Is it still required that I set the OpenAI key in the docker container? And if so what is the point of passing the API key in the headers?

The call does fail with connection refused when I enter my API key though. Any ideas why this could potentially be happening?