feat(transport): Expose socket_options

[sentrivana]

The urllib3 defaults for socket_options work fine most of the time, but there are environments and setups where they need tweaking (e.g., enabling keep-alive). One can create a custom transport with this, but given how often users need to tweak these, it makes sense to promote this to an init option.

Docs: getsentry/sentry-docs#9332

Closes #2391

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