feat: allow overriding SSE messages endpoint

[HenryLee789]

Summary

• add an optional messages_url override to sse_client() for reverse-proxy deployments
• preserve session query parameters from the server endpoint event when an override is used
• cover absolute and relative overrides plus end-to-end client POST routing

Fixes #2255

Checks

• uv run pytest tests/shared/test_sse.py -q
• uv run ruff format --check src/mcp/client/sse.py tests/shared/test_sse.py
• uv run ruff check src/mcp/client/sse.py tests/shared/test_sse.py
• uv run pyright src/mcp/client/sse.py tests/shared/test_sse.py
• uv run coverage combine && uv run coverage report --include='src/mcp/client/sse.py' (100%)
• git diff --check

[maxisbey]

Thanks for the PR. Per our CONTRIBUTING.md we ask that PRs start from a linked, triaged issue with maintainer buy-in, which this one doesn't have yet. Closing as part of a general backlog cleanup ahead of the v2 release. If this is still relevant against current main, feel free to reopen.

_{AI Disclaimer}