fix(custom): apply compat User-Agent in main agent path

[KeaneYan]

Summary

• add a neutral compatibility User-Agent helper for custom OpenAI-compatible endpoints in the main agent path
• apply it when the resolved provider starts with custom
• cover both initial client construction and later _client_kwargs refresh

Root Cause

The auxiliary client already uses a compatibility User-Agent strategy for custom endpoints, but the main agent path in run_agent.py still allowed custom-provider requests to go out with the default OpenAI SDK UA.

That leaves relays/proxies that block SDK-default UAs in a split-brain state where auxiliary requests work but main agent requests fail.

Testing

• No direct targeted test existed for this header path in the current suite.
• Verified the PR only changes run_agent.py and isolates the custom-provider header behavior.

Fixes #11301

[kshitijk4poor]

Closing as superseded by #41096, which adds model.default_headers support for custom OpenAI-compatible providers across both the main and auxiliary client paths (overriding the OpenAI SDK's User-Agent/X-Stainless-* headers that some gateways/WAFs reject — #40033). Thanks for the contribution! 🙏