You’re getting the error because ajaxSetup applies to every AJAX call once you’ve turned it on. With an AJAX request, the browser sends a preflight OPTIONS call to the server. In this case, the server is saying that it doesn’t allow the Client-ID header for the OPTIONS call.
Is there a particular reason you are calling ajaxSetup and setting all of those particular headers? It’s generally not needed. Also, there is a copy and pasteable jQuery example in the original Client-ID blog post. 