fix: pass headers and apiKey to HTTP/SSE/WebSocket transports

[standujar]

Fixes authentication for HTTP/SSE/WebSocket transports by properly passing apiKey and custom headers to the transport constructors. Previously, headers were configured but never sent to remote servers, causing authentication failures.

[coderabbitai]

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✨ Finishing touches

🧪 Generate unit tests (beta)

• Create PR with unit tests
• Post copyable unit tests in a comment
• Commit unit tests in branch fix/transport-headers-support

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