Add conveniences for MCP proxy pattern

TypeScript example, but should also be portable to our Python SDK:

export function mcpProxy({
  transportToClient,
  transportToServer,
  onerror,
}: {
  transportToClient: Transport;
  transportToServer: Transport;
  onerror: (error: Error) => void;
}) {
  transportToClient.onmessage = (message) => {
    transportToServer.send(message).catch(onerror);
  };

  transportToServer.onmessage = (message) => {
    transportToClient.send(message).catch(onerror);
  };

  transportToClient.onclose = () => {
    transportToServer.close().catch(onerror);
  };

  transportToServer.onclose = () => {
    transportToClient.close().catch(onerror);
  };

  transportToClient.onerror = onerror;
  transportToServer.onerror = onerror;
}

Start by locating the Python SDK's transport abstractions and the client or server entry points where a proxy could be exposed, then compare them with the TypeScript example in the issue. Done should provide equivalent bidirectional message forwarding, error handling, and close propagation, with the relevant Python tests updated or added.