add custom headers on initial _startOrAuth call

[anthonjn]

Ensure that custom headers provided in this._requestInit?.headers are included in the initial call to the /sse endpoint.

Motivation and Context

Fixes #317, where custom headers (e.g. Host, X-*) were not sent in the initial /sse request, but were correctly sent in /messages. This is needed for MCP servers behind proxies that rely on these headers.

This PR aligns the behavior of the /sse request with send() by ensuring that all custom headers (when provided) are forwarded appropriately.

How Has This Been Tested?

• Added a test case to verify that custom headers, when specified, are included in the initial /sse request.

Breaking Changes

No

Types of changes

• Bug fix (non-breaking change which fixes an issue)

Checklist

• I have read the MCP Documentation
• My code follows the repository's style guidelines
• New and existing tests pass locally
• I have added appropriate error handling
• I have added or updated documentation as needed

Additional context

N/a