I'm trying to integratre call records from a third-party 1-800 number provider.  To deliver the call records via API, the configuration on their end (See screenshot below) requires 1) an end-point url and 2) http headers that are passed along the request (authentication and call record key value pairs).  I'd like the call records to populate a custom object named TFN_Call__c.   Key / Values they provide include some of the following:
{callId} ,{sessionId} ,{start} ,{end} ,{dnis} ,{phoneType} {target}

To test, I'd like the incoming call record's {sessionId} to populate the name field on the custom TFN_Call__c object.

I've set up a Connect App that provices a consumer key and consumer secret.  I'm looking for help setting up the endpoint url and headers that salesforce wiil accept from an authentication standpoint.  In Workbench, using the Rest API utility, I'm able to create TFN_Call__c records using the following url   /services/data/v43.0/sobjects/TFN_Call__c.   

1) Should the end point url that I'm supposed to add in the configuration section below equal the following:
   
https://{mycompanydomain}.my.salesforce.com/services/data/v43.0/sobjects/TFN_Call__c?Name={sessionId}

2)  What are required headers:
grant_type: 
client_id : 
consumer_secret:
name: {sessionId}

anything else.  Any help pionting me in the right direction will be greatly appreciated.