Support custom HTTP headers for MCP SSE transport

[quaff]

It would be nice if we could configure custom headers, for example, we could pass OAuth access token like this:

spring.ai.mcp.client:
  sse:
    connections:
      server1:
        url: http://localhost:8080
        headers:
          Authorization: "Bearer ***"

I'd like to contribute if the proposal is accepted.

[Kehrlann]

@quaff Access tokens have a limited TTL. Since they expire, I don't think they're a great candidate for configuration. I do see the point in having custom "default" headers, though.

Are you aware of the work that we've done in modelcontextprotocol/java-sdk#388 ?
We're integrating it in #3994, with the ultimate goal to provide OAuth2 integration. This opens a much broader field, where users can customize the entire MCP client HTTP request for HttpClient-based transport.

[quaff]

@Kehrlann I think it's covered by #3994, thanks.