Is there a preferred HTTP client for Lambda connectors?
You can use native fetch client in Node.js Lambdas, or requests in Python Lambdas.
Just to jump on this and expand a bit…you can do whatever you want 
For example, if you prefer to use axios with Node.js, go for it! The runtime itself is completely agnostic, so long as whatever you’re doing/reaching for is implemented as your runtime expects 