Custom Header support

[nzjrs]

For my team, I need to traverse a proxy into a private network where my MCP servers are hosted. The proxy needs 2 headers to pass on the requests, and this is not supported by this project.

Adding arbitrary header support would bring this up to parity with https://github.com/sparfenyuk/mcp-proxy and https://github.com/geelen/mcp-remote

Both of those work, but are annoying to distribute to other users on other platforms.

[josevalim]

Please see discussion in #17. We are likely sunsetting this project. :)

[josevalim]

Closing in favor of the PR discussion.