Add debug logging for SPOG x-databricks-org-id header extraction

Mirrors the JDBC driver's logging pattern. Emits at DEBUG level in three
code paths of _extract_spog_headers:

1. http_path has a query string but no ?o= param — log and skip.
2. x-databricks-org-id already set by the caller (via http_headers) —
   log and skip (don't override explicit user header).
3. Injection happens — log the extracted workspace ID so customers
   diagnosing SPOG routing can confirm the header was added.

Helps with customer support: when a customer reports "SPOG isn't
routing correctly", they can enable DEBUG logging and immediately see
whether the connector saw their ?o= value.

Signed-off-by: Madhavendra Rathore
Signed-off-by: Madhavendra Rathore <madhavendra.rathore@databricks.com>

Author: msrathore-db

src/databricks/sql/session.py

@@ -156,12 +156,26 @@ def _extract_spog_headers(http_path, existing_headers):
         params = parse_qs(query_string)
         org_id = params.get("o", [None])[0]
         if not org_id:
+            logger.debug(
+                "SPOG header extraction: http_path has query string but no ?o= param, "
+                "skipping x-databricks-org-id injection"
+            )
             return {}
 
         # Don't override if explicitly set
         if any(k == "x-databricks-org-id" for k, _ in existing_headers):
+            logger.debug(
+                "SPOG header extraction: x-databricks-org-id already set by caller, "
+                "not overriding with ?o=%s from http_path",
+                org_id,
+            )
             return {}
 
+        logger.debug(
+            "SPOG header extraction: injecting x-databricks-org-id=%s "
+            "(extracted from ?o= in http_path)",
+            org_id,
+        )
         return {"x-databricks-org-id": org_id}
 
     def get_spog_headers(self):