* In App.tsx

- Add state for connectionType
  - Fetch connectionType from localstorage if present

* In Sidebar.tsx
  - Add dropdown for connectionType, only visible if transport type is not stdio

* In Sidebar.test.tsx
  - set connectionType to "proxy"

* In useConnection.ts
  - add connectionType param, defaulting to "proxy"
  - add state for mcpSessionId
  - Only check proxy health if the connection type is proxy
  - create a serverUrl variable which will either be the proxy url OR the server url depending upon the connection type
  - added captureResponseHeaders function to extract the protocol-related headers from a response.
  - when creating transport options and connectionType is "direct" and transportType is not "stdio",
    - add the appropriate `Accept` and `Content-Type` headers
    - capture the protocol related response headers and store them in the custom fetch handler
    - set serverUrl to be the server url, not the proxy url
  - if connection type is proxy set serverUrl to the mcpProxyUrl
  - use serverUrl instead of mcpProxyUrl for the  transport instantiation
* In useConnection.test.tsx
  - replaced test "sends X-MCP-Proxy-Auth header when proxy auth token is configured" with two tests:
    - "sends X-MCP-Proxy-Auth header when proxy auth token is configured for 'proxy' connectionType"
    - "does NOT send X-MCP-Proxy-Auth header when proxy auth token is configured for 'direct' connectionType"
   - added Connection URL Verification section with 2 tests
     - uses server URL directly when connectionType is 'direct'"
     - "uses proxy server URL when connectionType is 'proxy'"

client/src/components/__tests__/Sidebar.test.tsx

@@ -59,6 +59,8 @@ describe("Sidebar", () => {
     loggingSupported: true,
     config: DEFAULT_INSPECTOR_CONFIG,
     setConfig: jest.fn(),
+    connectionType: "proxy" as const,
+    setConnectionType: jest.fn(),
   };
 
   const renderSidebar = (props = {}) => {