Support custom headers for connectors.

### Problem Statement

Claude.ai MCP connectors only support OAuth. For custom MCP servers, a low-tech basic auth solution would be very nice.

Claude Code and Desktop support custom headers. This enables the use of Bearer tokens, HTTP basic auth, or an ad-hoc approach to auth.

For example:
```
claude mcp add --transport http myCoolMCP https://example.com/mcp --header "Authorization: Basic ZXhhbXBsZTpodW50ZXIy"
```

### Proposed Solution

It would be great if claude.ai would support a custom header option like Claude Code and Desktop. Going full OAuth for a custom-built MCP server is often overkill when there is only a single user and a simple single password / token would be sufficient security for one's threat model.

### Alternatives Considered

_No response_

### Area

MCP Connector (adding/managing servers)

### Priority

Critical - Blocking my MCP server development

### Additional Context

_No response_