ScalaJ Http Library is deprecated -> replace with sttp

[zzeekk]

Is your feature request related to a problem? Please describe.
We use ScalaJ Http Library to query Webservices in different places.
It is deprected and no longer maintained, see https://github.com/scalaj/scalaj-http/blob/master/README.md

Describe the solution you'd like
ScalaJ supports sttp or http4s as replacement. It seems to me that sttp is a good replacement with similar API.
We should replace ScalaJ everywhere through sttp.

Additional context
sttp could also help on #815, as there is a specific library to parse api specification: https://github.com/softwaremill/sttp-apispec