Support Azure OpenAI LLM

[kmitul]

Description

This PR, built on top of PR #1574 , introduces a dedicated integration with Azure OpenAI LLM. It fixes issues encountered when using Azure OpenAI LLMs via LiteLLM configs and ensures seamless integration.

Fixes #1580

Type of change

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• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Documentation update

How Has This Been Tested?

Please describe the tests that you ran to verify your changes. Provide instructions so we can reproduce. Please also list any relevant details for your test configuration

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• Unit Test
• Test Script (please provide)

Checklist:

• My code follows the style guidelines of this project
• I have performed a self-review of my own code
• I have commented my code, particularly in hard-to-understand areas
• I have made corresponding changes to the documentation
• My changes generate no new warnings
• I have added tests that prove my fix is effective or that my feature works
• New and existing unit tests pass locally with my changes
• Any dependent changes have been merged and published in downstream modules
• I have checked my code and corrected any misspellings

Maintainer Checklist

• closes #xxxx (Replace xxxx with the GitHub issue number)
• Made sure Checks passed

[CLAassistant]

All committers have signed the CLA.

[kmitul]

Hi @deshraj @taranjeet @Dev-Khant
I wanted to kindly request a review for this PR when you have a moment.

[Dev-Khant]

Hey @kmitul, Will review this PR soon.

[Dev-Khant]

@kmitul Can you please update this <Card title="OpenAI Azure" href="#openai-azure"></Card> according to new name which is Azure OpenAI in docs.

[kmitul]

@Dev-Khant
Thanks for the review. Fixed the title in docs.

[Dev-Khant]

@kmitul Looks good, thanks for working on this.