Query Frontend: Set CORS header

Set CORS to the query frontend component in order to be able
to freely access it from Grafana's living elsewhere. This is similar to
what already happens for the Query component.

Signed-off-by: Markos Chandras <markos@chandras.me>

CHANGELOG.md

@@ -28,6 +28,7 @@ We use *breaking :warning:* to mark changes that are not backward compatible (re
 - [#3257](https://github.com/thanos-io/thanos/pull/3257) Ruler: Prevent Ruler from crashing when using default DNS to lookup hosts that results in "No such hosts" errors.
 - [#3331](https://github.com/thanos-io/thanos/pull/3331) Disable Azure blob exception logging
 - [#3341](https://github.com/thanos-io/thanos/pull/3341) Disable Azure blob syslog exception logging
+- [#3414](https://github.com/thanos-io/thanos/pull/3414) Set CORS for Query Frontend
 
 ### Changed
 

cmd/thanos/query_frontend.go

@@ -199,6 +199,8 @@ func runQueryFrontend(
 		instr := func(f http.HandlerFunc) http.HandlerFunc {
 			hf := http.HandlerFunc(func(w http.ResponseWriter, r *http.Request) {
 				name := "query-frontend"
+				// Set CORS to frontend client
+				w.Header().Set("Access-Control-Allow-Origin", "*")
 				ins.NewHandler(
 					name,
 					logMiddleware.HTTPMiddleware(