Fix MCP connection reliability and address code review feedback

- Add missing client.connect() call in connectToServer method
- Implement connection-level fallback from StreamableHTTP to SSE
- Replace console.log with structured logging using appendErrorMessage
- Prioritize modern StreamableHTTP transport over legacy SSE
- Add proper error handling and connection state validation
- Only mark connections as 'connected' after successful handshake

Addresses all code review points from Daniel in PR RooCodeInc#4406:
1. Missing connection-level fallback for StreamableHTTP
2. Improper logging using console.log
3. Incorrect client.connect() handling

Technical improvements:
- Robust transport fallback mechanism
- Production-ready connection establishment
- Foundation for completing StreamableHTTP implementation (PR RooCodeInc#3027)
- Better compatibility with modern MCP servers

Related to RooCodeInc#4189: Improves StreamableHTTP reliability though full mcp-go
SSE compatibility requires SDK update to v1.12.1+ for protocol fixes.

Author: Mnehmos