HTTPClient callback has no way of accessing non-global data

typically with callbacks a void* is passed when setting the callback, and then when something calls the callback, they will pass it that void*. this allows users to cast the void* in to whatever data they need within the callback.

without this, only static/global data is accessible from within the callback, which is quite limiting.
alternatively, something like std::function or a templated function could be used instead, to allow us to pass a lambda for the callback and capture state.

Start by locating the HTTPClient callback registration and invocation paths in the C++ SDK; the issue does not name specific files or tests. Compare the requested void* context approach with the suggested std::function or templated callback, then define the supported callback behavior and add coverage before considering the work complete.