Replace azidentity with direct use of the MSAL library

[KarlGW]

Due to not needing all the features provided by the azidentity module, it brings a lot of dependencies into the project and users of this module. Instead use https://github.com/AzureAD/microsoft-authentication-library-for-go.

This will require some refactoring on internal workings and the interfaces on what clients that can be used.