OpenAI's own documentation makes note of how difficult it is to work with SSE and to just use their library instead. My team wrote our own parser for these streaming events from an OpenAI compatible LLM server. The streaming format is awful. The double newline block separator also shows up in a bunch of our text, making parsing a nightmare. The "data:" signifier is slightly better, but when working with scientific software, it still occurs too often. Instead we've had to rely on the totally-not-reliable fact that the server returns each as a separate packet and the receiving end can be set up to return each packet in the stream.
The suggestions I've found online for how to deal with the newline issue are to fold together consecutive newlines, but this loses formatting of some documents and otherwise means there is no way to transmit data verbatim. That might be fine for HTML or other text formats where newlines are pretty much optional, but it sucks for other data types.
I'm happy to have something like SSE but the protocol needs more time to cook.