Propagate `header-command` output to WebSocket creation

[EhabY]

We are behind an Azure App Proxy, WAF and a firewall. This means we are using --header-command to inject the needed token. This warning is consistent and does not go away when the VSCode connection is reloaded and pops up immediately .

Currently we are a bit behind regarding the server version. We are using v2.22.1.

There were also some undefined error logs:

2025-10-08 10:02:04.127 [error] Unexpected server response: 200

Let me know if I can help you further

Originally posted by @MrPeacockNLB in #595