/chat SSE returns complete even when strategy loading fails

## Description
When the REST `/chat` endpoint receives a prompt with an invalid `strategyName`, the request fails during prompt/session construction, but the SSE response still ends with a final `complete` event instead of an `error` event.

That makes clients interpret the request as successful even though no valid response was produced.

## Affected area
- `internal/server/chat.go`
- current upstream I validated locally: `9743e10273c45e1c377c10ec0ffaf0de8fefb3c8` (`v1.4.448`)

## Minimal reproduction
Send a `/chat` request with a missing strategy name, for example:

```json
{
"prompts": [
{
"userInput": "hello",
"vendor": "TestVendor",
"model": "test-model",
"strategyName": "missing-strategy"
}
]
}
```

## Current behavior
The handler logs an internal error from `chatter.Send()` but still closes the stream normally and emits:

```json
{"type":"complete","format":"plain","content":""}
```

with no SSE `error` event.

## Expected behavior
If request assembly fails before a usable response stream is produced, the SSE stream should emit an `error` event and should not emit a final `complete` event for that failed prompt.

## Why this matters
For SSE clients, `complete` strongly implies success. In this case the request actually failed, so the endpoint violates its own streaming contract and can cause silent client-side misclassification of failures.

## Local validation evidence
I reproduced this locally with a focused regression test:

```bash
go test ./internal/server -run 'TestHandleChat_InvalidStrategyEmitsErrorAndSkipsComplete' -v
```

I have a narrow fix prepared with a regression test if maintainers are open to a PR.