feat(python): Add new config option (#9332)

---------

Co-authored-by: vivianyentran <[email protected]>

Author: sentrivana

docs/platforms/python/configuration/options.mdx

@@ -262,6 +262,23 @@ Controls how many seconds to wait before shutting down. Sentry SDKs send events
 
 </ConfigKey>
 
+<ConfigKey name="socket-options">
+
+An optional list of socket options to use. If provided, these will override the default `urllib3` [socket options](https://urllib3.readthedocs.io/en/stable/reference/urllib3.connection.html#urllib3.connection.HTTPConnection). This is useful for enabling TCP keepalive in environments where you encounter frequent connection resets:
+
+```python
+import socket
+from urllib3.connection import HTTPConnection
+
+sentry_sdk.init(
+    socket_options=HTTPConnection.default_socket_options + [
+        (socket.SOL_SOCKET, socket.SO_KEEPALIVE, 1),
+    ],
+)
+```
+
+</ConfigKey>
+
 ## Tracing Options
 
 <ConfigKey name="enable-tracing">