feat: support customize Header and improve validations

[greenhat616]

• Use clap to parse env directly
• Support customize headers for SSE/StreamableHttp transport
• Support specify TransportType directly
• validate Url while parsing Args

[josevalim]

Thank you @greenhat616! Can you please explain your use cases? The reason we ask is because we moved most of our servers to use streamable http and we hope we won't need the proxy for much longer, so we are worried about adding features to the project when we may not maintain it for much longer.

[greenhat616]

@josevalim We just migrated to streamable http too. To compatibale with Claude Desktop, we have to look for a stdio proxy to make it run on local mcp servers.

FYI, Claude Desktop only support SSE/Streamable HTTP MCP Server on Settings / Connector, which is only available for Pro/Max or Ent users. The local MCP Servers only support stdio servers.

• https://thesof.medium.com/bridging-mcp-transports-turning-an-stdio-server-into-sse-and-the-other-way-around-da23a36e074a