feat: add session_id (#20437)

## Summary

Related to
https://openai.slack.com/archives/C095U48JNL9/p1777537279707449
TLDR:
We update the meaning of session ids and thread ids:
* thread_id stays as now
* session_id become a shared id between every thread under a /root
thread (i.e. every sub-agent share the same session id)

This PR introduces an explicit `SessionId` and threads it through the
protocol/client boundary so `session_id` and `thread_id` can diverge
when they need to, while preserving compatibility for older serialized
`session_configured` events.

---------

Co-authored-by: Codex <noreply@openai.com>

codex-rs/codex-api/src/endpoint/responses.rs

@@ -6,7 +6,7 @@ use crate::error::ApiError;
 use crate::provider::Provider;
 use crate::requests::Compression;
 use crate::requests::attach_item_ids;
-use crate::requests::headers::build_conversation_headers;
+use crate::requests::headers::build_session_headers;
 use crate::requests::headers::insert_header;
 use crate::requests::headers::subagent_header;
 use crate::sse::spawn_response_stream;
@@ -30,7 +30,8 @@ pub struct ResponsesClient<T: HttpTransport> {
 
 #[derive(Default)]
 pub struct ResponsesOptions {
-    pub conversation_id: Option<String>,
+    pub session_id: Option<String>,
+    pub thread_id: Option<String>,
     pub session_source: Option<SessionSource>,
     pub extra_headers: HeaderMap,
     pub compression: Compression,
@@ -72,7 +73,8 @@ impl<T: HttpTransport> ResponsesClient<T> {
         options: ResponsesOptions,
     ) -> Result<ResponseStream, ApiError> {
         let ResponsesOptions {
-            conversation_id,
+            session_id,
+            thread_id,
             session_source,
             extra_headers,
             compression,
@@ -86,10 +88,10 @@ impl<T: HttpTransport> ResponsesClient<T> {
         }
 
         let mut headers = extra_headers;
-        if let Some(ref conv_id) = conversation_id {
-            insert_header(&mut headers, "x-client-request-id", conv_id);
+        if let Some(ref thread_id) = thread_id {
+            insert_header(&mut headers, "x-client-request-id", thread_id);
         }
-        headers.extend(build_conversation_headers(conversation_id));
+        headers.extend(build_session_headers(session_id, thread_id));
         if let Some(subagent) = subagent_header(&session_source) {
             insert_header(&mut headers, "x-openai-subagent", &subagent);
         }

codex-rs/codex-api/src/lib.rs

@@ -10,7 +10,7 @@ pub(crate) mod requests;
 pub(crate) mod sse;
 pub(crate) mod telemetry;
 
-pub use crate::requests::headers::build_conversation_headers;
+pub use crate::requests::headers::build_session_headers;
 pub use codex_client::RequestTelemetry;
 pub use codex_client::ReqwestTransport;
 pub use codex_client::TransportError;

codex-rs/codex-api/src/requests/headers.rs

@@ -2,11 +2,14 @@ use codex_protocol::protocol::SessionSource;
 use http::HeaderMap;
 use http::HeaderValue;
 
-pub fn build_conversation_headers(conversation_id: Option<String>) -> HeaderMap {
+pub fn build_session_headers(session_id: Option<String>, thread_id: Option<String>) -> HeaderMap {
     let mut headers = HeaderMap::new();
-    if let Some(id) = conversation_id {
+    if let Some(id) = session_id {
         insert_header(&mut headers, "session_id", &id);
     }
+    if let Some(id) = thread_id {
+        insert_header(&mut headers, "thread_id", &id);
+    }
     headers
 }