Make LLM Obs MCP setup commands site-aware

[mehulsonowal]

What does this PR do? What is the motivation?

The in-product MCP setup commands were changed by https://github.com/DataDog/web-ui/pull/330414 from a hardcoded US1-only URL (https://mcp.datadoghq.com/api/unstable/mcp-server/mcp?toolsets=llmobs,core) to a site-aware dynamic URL pattern (https://mcp.{site}/v1/mcp?toolsets=llmobs,core), and the UI now always emits the core toolset alongside llmobs. This updates the docs to match.

Changes

• content/en/llm_observability/mcp_server.md (Agent skills → Install): replaced the hardcoded US1 claude mcp add command with a {{< region-param key="mcp_server_endpoint" >}}-based command wrapped in a {{< site-region region="us,us3,us5,eu,ap1,ap2,uk1" >}} block, updated the toolsets query string to llmobs,core, and added a {{< site-region region="gov,gov2" >}} unsupported-site alert — consistent with the rest of the page.
• content/en/llm_observability/guide/claude_code_skills.md (Datadog MCP server): applied the same site-region–aware command, llmobs,core toolsets, and gov/gov2 unsupported-site alert.

Testing / validation

• Verified the new blocks use the exact <pre><code> + {{< region-param >}} + {{< site-region >}} shortcode convention already used elsewhere on mcp_server.md (so the endpoint renders per selected Datadog site rather than being hardcoded).
• Confirmed no remaining hardcoded mcp.datadoghq.com MCP URLs in the two edited sections.

Merge readiness

• Ready for merge

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AI assistance

Drafted with Bits Code (Datadog's AI coding agent), reviewed manually.

Additional notes

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PR by Bits - View session in Datadog

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Bits Code status: ✅ Done

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[datadog-datadog-prod-us1]

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Preview links (active after the build_preview check completes)

Modified Files

• https://docs-staging.datadoghq.com/dd/mehul.sonowal/llmobs-mcp-site-aware-endpoint/llm_observability/guide/claude_code_skills
• https://docs-staging.datadoghq.com/dd/mehul.sonowal/llmobs-mcp-site-aware-endpoint/llm_observability/mcp_server