fix(sever): handle SSE close events in proxy middleware

[chenjiahan]

Summary

Handle SSE close events in the proxy middleware. The fix can be removed after updating to http-proxy-middleware v3.

Related Links

• SSE close events do not make it through proxy running on Windows chimurai/http-proxy-middleware#678
• EventSource upstream connection not closed http-party/node-http-proxy#1520 (comment)
• fix(proxy): forward SSE close event vitejs/vite#13578
• https://github.com/chimurai/http-proxy-middleware/blob/efd347bdc069ee80f070a9bc008a98318bab8c5c/src/plugins/default/debug-proxy-errors-plugin.ts#L26-L37
• resolve [Bug]: SSE connection succeeds but no data is received in dev server #5100

Checklist

• Tests updated (or not required).
• Documentation updated (or not required).

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