Embedded devices should avoid to use memory allocation - or limit allocations to minimum. Unfortunately, the code for WiFi does not honour this rule.

• don't use std::string, use static allocated buffer
• don't use std::make_shared - we have C++17, implementing copy constructors for every class is no longer required. WiFiClient can have preallocated buffer as member variable. The programmer can possibly choose to use std::make_shared for the whole WiFIClient instance, if it needs to share it by other objects.
• typo: destroy_at_distructor
• bug: the flag destroy_at_distructor is never used, destructor is empty.