Track Mcp-Session-Id and protocol version in HTTP client

Per the Streamable HTTP spec, if the server returns an Mcp-Session-Id
header during `initialize`, the client MUST include it on subsequent
requests. Capture the session ID and protocol version from the
`initialize` response and attach them automatically on subsequent
POSTs.

Per the Protocol Version Header section of the spec, the client MUST
also include `MCP-Protocol-Version` on all subsequent requests so the
server can respond based on the negotiated protocol version.

Map 404 responses to a new `SessionExpiredError` (a subclass of
`RequestHandlerError` for backward compatibility) and clear local
session state so callers can start a fresh session with a new
`initialize` request, as required by the spec.

- https://modelcontextprotocol.io/specification/2025-11-25/basic/transports#session-management
- https://modelcontextprotocol.io/specification/2025-11-25/basic/transports#protocol-version-header

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>

lib/mcp/client.rb

@@ -33,6 +33,16 @@ module MCP
     # server-returned JSON-RPC error, which is raised as `ServerError`.
     class ValidationError < StandardError; end
 
+    # Raised when the server responds 404 to a request containing a session ID,
+    # indicating the session has expired. Inherits from `RequestHandlerError` for
+    # backward compatibility with callers that rescue the generic error. Per spec,
+    # clients MUST start a new session with a fresh `initialize` request in response.
+    class SessionExpiredError < RequestHandlerError
+      def initialize(message, request, original_error: nil)
+        super(message, request, error_type: :not_found, original_error: original_error)
+      end
+    end
+
     # Initializes a new MCP::Client instance.
     #
     # @param transport [Object] The transport object to use for communication with the server.