fix: Emit OpenAI-compatible SSE event headers

[maralbahari]

Summary

Fixes #168

Make gateway streaming responses emit OpenAI-compatible named SSE frames:

event: response.output_text.delta
data: {"type":"response.output_text.delta", ...}

Previously, the gateway emitted only the data: line.

Changes

• Emit an event: header for each JSON SSE event.
• Derive the header value from the event payload’s type.
• Keep data: [DONE] as an unnamed terminal marker.
• Apply named events consistently to:
  • model response events
  • gateway tool lifecycle events
  • terminal response events
  • error events
• Reject invalid event names containing newline characters to prevent SSE header injection.
• Update WebSocket forwarding to consume complete named SSE frames while continuing to send only the JSON payload to WebSocket clients.
• Re-record gateway web-search, MCP, and custom-tool cassettes with the corrected wire format.

Testing

• Added assertions that every JSON data: event has exactly one preceding event: header.
• Asserted that each SSE header matches the corresponding payload type.
• Updated gateway, integration, stateful-response, and WebSocket tests for complete SSE frames.
• Verified recorded gateway event-header and data occurrences against OpenAI behavior.

[maralbahari]

@franciscojavierarceo ready for review.