`server_url` silently prepends `https://` — passing a full URL breaks with no useful error

[jCabala]

If a user passes https://frost.example.com, it becomes https://https://frost.example.com and fails with a confusing parse error. Should either strip the scheme if present or document the expectation clearly.

• src/cli/coordinator.rs:198
• src/cli/participant.rs:101
• src/cli/dkg.rs:79
• src/cli/session.rs:49

Originally created in: https://github.com/Nori-zk/mina-multi-sig-example/blob/main/FEEDBACK.md