Updates and error fixes needed for the "Build a Remote MCP server" guide

[mor10]

Existing documentation URL(s)

https://developers.cloudflare.com/agents/guides/remote-mcp-server/

What changes are you suggesting?

The documentation for the Authentication section has several errors and omissions resulting in unexpected errors and behaviours when someone follows the tutorial to the letter:

• Deployment is listed too early in the steps
• localhost URL is listed as http://localhost:8787 when it should be http://localhost:8788
• The MCP Inspector OAuth loop has changed significantly and now requires different interactions to work
• Cookie generation is missing
• KV step is missing

Additional information

There there are also issues with the example code itself. I've filed a separate issue and PR for these:

cloudflare/ai#243