You can set the InnerHandler property of the DelegatingHandler you're testing (FooHandler) with a dummy/fake handler (TestHandler) as shown in that linked post in your comment.

public class TestHandler : DelegatingHandler
{
    protected override Task<HttpResponseMessage> SendAsync(HttpRequestMessage request, CancellationToken cancellationToken)
    {
        return Task.Factory.StartNew(() => new HttpResponseMessage(HttpStatusCode.OK), cancellationToken);
    }
}

 // in your test class method
    var httpRequestMessage = new HttpRequestMessage(HttpMethod.Get, "https://example.com/");
    var handler = new FooHandler()
    {
        InnerHandler = new TestHandler()  // <-- change to use this

    };

    var invoker = new HttpMessageInvoker(handler);
    var result = await invoker.SendAsync(httpRequestMessage, new CancellationToken());

    Assert.That(result.Headers.GetValues("some-header").First(), Is.Not.Empty, "");

Unlike that post, this should be the minimum you need to set up to get your test to run.

With using Moq.Protected;, you can get more control over the response outcome.

var request = new HttpRequestMessage();

var innerHandlerMock = new Mock<DelegatingHandler>(MockBehavior.Strict);
innerHandlerMock
  .Protected()
  .Setup<Task<HttpResponseMessage>>("SendAsync", request, ItExpr.IsAny<CancellationToken>())
  .ReturnsAsync(new HttpResponseMessage(HttpStatusCode.OK));

var handler = new FooHandler()
{
  InnerHandler = innerHandlerMock.Object
};
var invoker = new HttpMessageInvoker(handler);

// act
await invoker.SendAsync(request, default);

Use e.g. System.Net.Http.HttpClientHandler or System.Web.Http.HttpServer as an InnerHandler:

var handler = new FooHandler()
{
    InnerHandler = new System.Net.Http.HttpClientHandler()
};

or

var handler = new FooHandler()
{
    InnerHandler = new System.Web.Http.HttpServer() 
};