[Python] Application name option for customizable user-agent

[teodordelibasic-db]

Part of #379.

Add an application name option on SDK construction so users can customize the identifier the SDK sends in the request header (user-agent), matching the Rust behavior (PR #268).

• Application name option on SDK construction
• Appended to the identifier sent in the request header (user-agent)
• Example, tests, changelog entry, docs