Proposal: add `ModifyRequest func(*http.Request)` to HTTP client transports

Following up on #522, where we discussed making it easier to modify HTTP client transport requests, for example by adding headers, we propose the following two new options:

type StreamableClientTransport struct {
  ...
  // If set, ModifyRequest is called before each outgoing HTTP request made by the client
  // connection. It can be use to, for example, add headers to outgoing requests.
  ModifyRequest func(*http.Request)
}

type SSEClientTransport struct {
  ...
  // <ditto>
  ModifyRequest func(*http.Request)
}

We believe these options will make it easier to do things like add auth headers. Currently, this can be achieved using the HTTPClient field, but only in the roundtripper, which requires cloning the request.

Locate the StreamableClientTransport and SSEClientTransport definitions, then trace how each creates outgoing HTTP requests. Check the existing HTTPClient and roundtripper behavior before deciding where the callbacks belong. Done means both transports expose ModifyRequest and invoke it before each outgoing request, with tests covering the callback behavior and header modification.