test(mcp): cover init-client's host and mode guards (#9526)

The five branch partials codecov/patch was holding the PR on, all in init-client's argument
handling: no host at all, an unknown host, the --client spelling as well as --print, a
host/mode pair the grid refuses, and the per-host remote caveat's absent side.

Each asserts the message rather than merely the throw -- "unsupported client" without the list
leaves a reader guessing at a five-value set they cannot see from outside the process.

Author: JSONbored