[Feature] Support Anthropic citations

[narengogi]

What Would You Like to See with the Gateway?

Anthropic supports citing text and pdfs now: https://docs.anthropic.com/en/docs/build-with-claude/citations

2 problems with openAI compatibility are:

1. openai does not support sending documents in user message content
2. the response from anthropic when citations are enabled has multiple text content parts in response, but openai only supports one response string in response content

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