Added Support For "Proxy" in SSE and Streamable HTTP Client

[DebajitKumarPhukan]

Objective:

Add support for http/https proxy in SSE and Streamable HTTP Client..

Motivation and Context

This is a good to have feature for scenarios where direct reachability to MCP servers is not possible and thus, requires a proxy.

How Has This Been Tested ?

Yes, over a real proxy server to test SSE and Streamable HTTP Client end to end.

Breaking Changes

Proxy is optional and the user may set it or leave it to default which is None.

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Documentation update

Checklist

• I have read the MCP Documentation
• My code follows the repository's style guidelines
• New and existing tests pass locally
• I have added appropriate error handling
• I have added or updated documentation as needed

Related issue number

Closes #1302

[DebajitKumarPhukan]

@felixweinberger Did you get any chance to look at it ?.