ESP8266 connection: keep-alive. Do not close the connection to the client (HTTP)

Hi, how do I make the HTTP support in the Arduino IDE so that the server does not close the connection to the client?
My problem is that my server is a standard Web server which waits for GET requests, but when I connect to the server using A6 GPRS from AI Thinker before I send anything to the server it already closes the connection. If the connection had remained open until I closed it myself, I would have been able to solve the problem, because here it is written how to form an HTTP request http://www.tcpipguide.com/free/t_HTTPRequestMessageFormat-2.htm.
The guy in this topic has covered this: https://forum.arduino.cc/index.php?topic=414466.msg2944902#msg2944902 but he didn't write how the situation looks on the server side. Does anyone have any ideas?

If so, my code looks like this:
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are you convinced that you are not lost in these "servers", and that you are using the server on the board at all?
What you write in the text is nowhere near the code

You mean that a Web Server is different from an HTTP Server? My "server" was only supposed to "receive" GET requests and display them in the console.