Support customizing the Faraday client in MCP::Client::HTTP

## Motivation and Context

`MCP::Client::HTTP` builds its Faraday connection internally in a private `client` method
with no way to customize the middleware stack or adapter.
Users who need observability (request/response recording, failure logging) or
a different HTTP adapter must override a private method, coupling to an internal API.

This accepts an optional block in `MCP::Client::HTTP.new` that yields the Faraday builder
after default middleware is configured, allowing users to add custom middleware or swap
the HTTP adapter.

## How Has This Been Tested?

Added a test that verifies custom headers set via the block are included in requests.
All existing tests continue to pass.

## Breaking Changes

None. The block argument is optional, so existing code is unaffected.

Resolves #303

README.md

@@ -1405,6 +1405,18 @@ client.tools # will make the call using Bearer auth
 
 You can add any custom headers needed for your authentication scheme, or for any other purpose. The client will include these headers on every request.
 
+#### Customizing the Faraday Connection
+
+You can pass a block to `MCP::Client::HTTP.new` to customize the underlying Faraday connection.
+The block is called after the default middleware is configured, so you can add middleware or swap the HTTP adapter:
+
+```ruby
+http_transport = MCP::Client::HTTP.new(url: "https://api.example.com/mcp") do |faraday|
+  faraday.use MyApp::Middleware::HttpRecorder
+  faraday.adapter :typhoeus
+end
+```
+
 ### Tool Objects
 
 The client provides a wrapper class for tools returned by the server:

lib/mcp/client/http.rb

@@ -7,9 +7,10 @@ module MCP
 
       attr_reader :url
 
-      def initialize(url:, headers: {})
+      def initialize(url:, headers: {}, &block)
         @url = url
         @headers = headers
+        @faraday_customizer = block
       end
 
       def send_request(request:)
@@ -78,6 +79,8 @@ module MCP
           headers.each do |key, value|
             faraday.headers[key] = value
           end
+
+          @faraday_customizer&.call(faraday)
         end
       end
 

test/mcp/client/http_test.rb

@@ -242,6 +242,31 @@ module MCP
         assert_equal({ method: "tools/list", params: nil }, error.request)
       end
 
+      def test_block_customizes_faraday_connection
+        custom_client = HTTP.new(url: url) do |faraday|
+          faraday.headers["X-Custom"] = "test-value"
+        end
+
+        request = {
+          jsonrpc: "2.0",
+          id: "test_id",
+          method: "tools/list",
+        }
+
+        stub_request(:post, url).with(
+          headers: {
+            "X-Custom" => "test-value",
+            "Accept" => "application/json, text/event-stream",
+          },
+        ).to_return(
+          status: 200,
+          headers: { "Content-Type" => "application/json" },
+          body: { result: { tools: [] } }.to_json,
+        )
+
+        custom_client.send_request(request: request)
+      end
+
       def test_send_request_raises_error_for_non_json_response
         request = {
           jsonrpc: "2.0",