Equivalent of stdio ENV vars in SSE

[JorgeRuizITCL]

What is the equivalent of environment variables or CLI arguments to customize each SSE connection?

I haven't found anything, and not being able to send additional parameters that are accessible from the context makes it difficult to host a single SSE server that is flexible and reusable.

I’ve seen that the FastMCP client allows sending headers, but there’s no way to access them from the context, so they can’t be used to parameterize the connection.

At the moment, it seems that using SSE limits the user to have a single configuration, a single api key, a single user that can perform remote actions, a single database to connect to.

[samirbajaj]

I'm hoping that linking this PR to multiple issues will get the maintainers' attention :-)