feat: add threadId to MCP server messages

[bolinfest]

This favors threadId instead of conversationId so we use the same terms as https://developers.openai.com/codex/sdk/.

To test the local build:

cd codex-rs
cargo build --bin codex
npx -y @modelcontextprotocol/inspector ./target/debug/codex mcp-server

I sent:

{
  "method": "tools/call",
  "params": {
    "name": "codex",
    "arguments": {
      "prompt": "favorite ls option?"
    },
    "_meta": {
      "progressToken": 0
    }
  }
}

and got:

{
  "content": [
    {
      "type": "text",
      "text": "`ls -lah` (or `ls -alh`) — long listing, includes dotfiles, human-readable sizes."
    }
  ],
  "structuredContent": {
    "threadId": "019bbb20-bff6-7130-83aa-bf45ab33250e"
  }
}

and successfully used the threadId in the follow-up with the codex-reply tool call:

{
  "method": "tools/call",
  "params": {
    "name": "codex-reply",
    "arguments": {
      "prompt": "what is the long versoin",
      "threadId": "019bbb20-bff6-7130-83aa-bf45ab33250e"
    },
    "_meta": {
      "progressToken": 1
    }
  }
}

whose response also has the threadId:

{
  "content": [
    {
      "type": "text",
      "text": "Long listing is `ls -l` (adds permissions, owner/group, size, timestamp)."
    }
  ],
  "structuredContent": {
    "threadId": "019bbb20-bff6-7130-83aa-bf45ab33250e"
  }
}

Fixes #3712.

[etraut-openai]

Thanks for doing this. I've seen a lot of requests for this from users.

[etraut-openai]

Please don't add documentation back to the OSS repo. It doesn't work to have it in two places. Update these docs instead. I can take care of it after this PR lands if you'd like.

[bolinfest]

Sorry, yes, I know, I just asked Codex to write this up when I had it create the PR in the first place. I put this in my personal ~/Documents for now...