[bsergean]

Applications need to know which thread can invoke a WebSocket callback to avoid reentrant locking and shutdown deadlocks. Document callback execution for clients using start(), explicit connect()/run(), and server connections, along with the separate contexts for send progress and the shared traffic tracker.

Explain that fatal send failures now defer Close delivery to the connection thread, following #635. Add lifecycle guidance: configure callbacks before processing starts, use close() inside handlers, perform stop() and destruction from an owning thread, and avoid holding application locks needed by callbacks while joining.

Closes #457. The send-failure behavior was fixed by #635; this change documents the threading model and remaining usage constraints.

Validation: mkdocs build --strict and git diff --check passed. The investigation also rebuilt master and ran IXWebSocketSendFailureTest: 60 assertions in 4 test cases passed. Documentation only; no runtime changes.