docs: add examples and docs for SSE support

[malcolm-kee]

Docs update and examples to clarify SSE support. This is mainly driven by Claude, I'm just verifying the types from the generated code in the example. If the type is correct, I assume the docs should be correct.

Partially resolves #2891

[changeset-bot]

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Latest commit: 3ae263d

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[pullfrog]

Reviewed the PR. Found one inaccuracy: the ofetch docs tip incorrectly claims native ofetch hooks apply to SSE connections. SSE uses raw fetch, so only Hey API interceptors apply. Left a comment with a suggested fix. The rest of the docs, example app, and spec are accurate and well-structured.

Task list (7/7 completed)

• Read the diff TOC and identify major areas of change
• Review docs changes (client docs + SDK plugin docs)
• Review the SSE example app (App.tsx, config, spec)
• Review generated client code in the example
• Review the OpenAPI spec for SSE
• Verify docs accuracy against actual generated code
• Self-critique and submit review

  ^{｜ [View workflow run](https://github.com/hey-api/openapi-ts/actions/runs/23598380028/job/68721227484) ｜ Triggered by [Pullfrog](https://pullfrog.com) ｜ [𝕏](https://x.com/pullfrogai)}

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Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 38.99%. Comparing base (51d56b3) to head (3ae263d).
⚠️ Report is 1 commits behind head on main.

Additional details and impacted files

@@           Coverage Diff           @@
##             main    #3657   +/-   ##
=======================================
  Coverage   38.99%   38.99%           
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  Files         515      515           
  Lines       18901    18901           
  Branches     5591     5591           
=======================================
  Hits         7370     7370           
  Misses       9326     9326           
  Partials     2205     2205           

Flag	Coverage Δ
unittests	38.99% <ø> (ø)

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commit: 3ae263d

[pullfrog]

Low urgency. One inaccurate interceptor claim in the ofetch docs. The rest of the PR is solid — the docs, example, and spec are well-structured and consistent with the actual generated code.

  ^{｜ Fix all ➔ ｜ Fix 👍s ➔ ｜ View workflow run ｜ 𝕏}