Add SSE OAuth tests and move OAuth docs to guides

Added comprehensive OAuth integration tests for SSE transport:
- Test OAuth provider acceptance in options
- Test Authorization header application when token available
- Test behavior when no token available
- Test transport works without OAuth provider

Moved and reformatted OAuth documentation:
- OAUTH.md → docs/guides/oauth.md
- Added Jekyll frontmatter for docs site
- Formatted to match other guide pages
- Added navigation order and parent hierarchy
- Streamlined content for guide format
- Added links to Rails OAuth integration

Test Results:
- 761 examples, 0 failures ✅ (4 new SSE OAuth tests)
- 116 files inspected, 0 RuboCop offenses ✅
- 87.53% line coverage, 65.51% branch coverage

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>

Author: parruda