[FEATURE] Support to add HttpInterceptors to DatabricksConfig HttpClient

[costichiulan]

We're trying to pass a header User-Agent to http requests for ISV product integration I had to copy entire CommonsHttpClient class and change only the makeClosableHttpClient implementation to allow me to add httpInterceptors.

Proposed Solution V1 - In DatabricksConfig we should be able to pass/set a List of HttpInterceptor in order to add custom headers to http requests.

V2 -> Change CommonsHttpClient.makeClosableHttpClient method access modifier to protected, as this would allow us to add custom HttpInterceptors to HttpClient, without having to keep in sync the other methods.