MCP: Support API key authentication and improve OAuth compatibility

Description:

Claude Code should be the leader in MCP integration, but current implementation has significant gaps compared to competitors.

Problems encountered:

1. No API key authentication support - Datadog MCP works in AWS Kiro IDE with simple API Key + App Key. Claude Code forces OAuth, which fails. There's no way to pass API keys to HTTP MCP servers.

1. OAuth compatibility issues - Asana MCP fails with "does not support dynamic client registration," requiring manual OAuth app setup and distribution configuration.

1. Documentation inconsistencies - Docs show --transport streamable-http but CLI only accepts http.

1. Bug reporting disabled - /bug command unavailable on Bedrock, making it harder to report issues.

Expected behavior:

• Support API key-based authentication (--api-key, --app-key flags)
• Better OAuth fallback when dynamic client registration fails
• Parity with tools like Kiro that handle these integrations seamlessly

Environment:

• Claude Code v2.1.50
• Bedrock provider
• macOS