Use openai package for `/api/conversation/azure_byod` endpoint when using data

[cecheta]

Motivation

For requests to /api/custom/azure_byod, we currently use the requests package when using data, yet we use the openai package when not using data, leading to code duplication. We can use the openai package for both scenarios, using the extra_body property when using data, as shown in the docs.

Requirements

A list of requirements to consider this feature delivered

• Remove requests call to Azure OpenAI and replace with openai package.

Tasks

To be filled in by the engineer picking up the issue