Address review and CI follow-ups

Fix the generated Python docstring escaping that CodeQL flagged, correct dotted-key normalization in the Data compatibility shim, update the stale Go local-cli docs snippet for the newer typed event API, and apply the Python formatter change required by CI.

Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>

Author: stephentoub

docs/setup/local-cli.md

@@ -99,8 +99,10 @@ func main() {
 
 	session, _ := client.CreateSession(ctx, &copilot.SessionConfig{Model: "gpt-4.1"})
 	response, _ := session.SendAndWait(ctx, copilot.MessageOptions{Prompt: "Hello!"})
-	if d, ok := response.Data.(*copilot.AssistantMessageData); ok {
-		fmt.Println(d.Content)
+	if response != nil {
+		if d, ok := response.Data.(*copilot.AssistantMessageData); ok {
+			fmt.Println(d.Content)
+		}
 	}
 }
 ```
@@ -117,8 +119,10 @@ defer client.Stop()
 
 session, _ := client.CreateSession(ctx, &copilot.SessionConfig{Model: "gpt-4.1"})
 response, _ := session.SendAndWait(ctx, copilot.MessageOptions{Prompt: "Hello!"})
-if d, ok := response.Data.(*copilot.AssistantMessageData); ok {
-    fmt.Println(d.Content)
+if response != nil {
+    if d, ok := response.Data.(*copilot.AssistantMessageData); ok {
+        fmt.Println(d.Content)
+    }
 }
 ```