Fall back to http when websockets fail (#10139)

I expect not all proxies work with websockets, fall back to http if
websockets fail.

codex-rs/core/tests/suite/client.rs

@@ -11,6 +11,7 @@ use codex_core::Prompt;
 use codex_core::ResponseEvent;
 use codex_core::ResponseItem;
 use codex_core::ThreadManager;
+use codex_core::TransportManager;
 use codex_core::WireApi;
 use codex_core::auth::AuthCredentialsStoreMode;
 use codex_core::built_in_model_providers;
@@ -1186,6 +1187,7 @@ async fn azure_responses_request_includes_store_and_reasoning_ids() {
         summary,
         conversation_id,
         SessionSource::Exec,
+        TransportManager::new(),
     )
     .new_session();