azure: use ~/.azure/config

[dmpetrov]

Today we recommend using local config for Azure: https://dvc.org/doc/command-reference/remote/add#supported-storage-types
This approach is not the best since users need to remember and reconfigure URL in addition to credentials.

We need to support a regular flow for Azure (the same as S3 and GCS) when config contains URL/bucket and credentials are stored at ~/.aws/credentials & ~/.gcp/*.json.

Solution 1: use ~/.azure/config as a recommended way of storing credentials (connection_string I guess): https://docs.microsoft.com/en-us/cli/azure/azure-cli-configuration?view=azure-cli-latest#cli-configuration-values-and-environment-variables

Solution 2: Support a combination of local and regular remote settings:

$ dvc remote add -d myremote azure://my-container-name/path  # NOT LOCAL
$ dvc remote modify --local myremote connection_string  "my-connection-string"  # LOCAL - but now it fails
ERROR: configuration error - config file error: remote 'myremote' doesn't exists.  # BTW, there is a grammar error, should be "doesn't exist"

1st one is more important and it aligns well with the other remote types.

[shcheklein]

@efiop do we have a ticket to update docs for this? is it needed?