Update logging for transport, telemetry and auth

[eleftherias]

Ref #2768

[codecov]

Codecov Report

❌ Patch coverage is 58.82353% with 14 lines in your changes missing coverage. Please review.
✅ Project coverage is 65.40%. Comparing base (f40c900) to head (0e79fe6).
⚠️ Report is 1 commits behind head on main.

Files with missing lines	Patch %	Lines
pkg/container/docker/client.go	0.00%	5 Missing ⚠️
pkg/runner/env.go	0.00%	2 Missing ⚠️
pkg/transport/stdio.go	0.00%	2 Missing ⚠️
pkg/auth/oauth/flow.go	50.00%	1 Missing ⚠️
pkg/auth/remote/handler.go	0.00%	1 Missing ⚠️
pkg/migration/default_group.go	0.00%	1 Missing ⚠️
pkg/migration/telemetry_config.go	0.00%	1 Missing ⚠️
pkg/transport/proxy/httpsse/http_proxy.go	83.33%	1 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #3565      +/-   ##
==========================================
- Coverage   65.47%   65.40%   -0.08%     
==========================================
  Files         403      403              
  Lines       39633    39633              
==========================================
- Hits        25951    25922      -29     
- Misses      11678    11706      +28     
- Partials     2004     2005       +1     

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