Adds ability to pass in a transport when setting up the HTTP connection. Also adds a default HTTP timeout.

This allows clients using the API to reuse transports. This is intended as per https://pkg.go.dev/net/http#Transport:

By default, Transport caches connections for future re-use. This may leave many open connections when accessing many hosts. This behavior can be managed using Transport's CloseIdleConnections method and the MaxIdleConnsPerHost and DisableKeepAlives fields.

Transports should be reused instead of created as needed. Transports are safe for concurrent use by multiple goroutines.