The response header is Content-Encoding. The server is allowed to use any encoding if the client doesn't explicitly express a preference with Accept-Encoding, but most clients seem to be implemented such that they expect the server to never use an encoding unless explicitly requested, for some reason.
I asked an AI to suggest the code changes needed for
THttpClient and it said:
Client.AutomaticDecompression := [THTTPCompressionMethod.GZip, THTTPCompressionMethod.Deflate];
I haven't tested this, so YMMV. In some versions you might need to set AcceptEncoding and parse ContentEncoding and do the decompression manually.