### What problem does this PR solve?

Upgrade MCP SDK to v1.9.4 (latest).

### Type of change

- [x] Refactoring

### What problem does this PR solve?

Add authorization header for MCP server based on [OAuth
2.1](https://datatracker.ietf.org/doc/html/draft-ietf-oauth-v2-1-12#section-5).

### Type of change

- [x] New Feature (non-breaking change which adds functionality)

### What problem does this PR solve?

Add mcp self-host mode, a complement of #7084.

### Type of change

- [x] New Feature (non-breaking change which adds functionality)

### What problem does this PR solve?

Add MCP support with a client example.

Issue link: #4344

### Type of change

- [x] New Feature (non-breaking change which adds functionality)