Added support for Azure OpenAI through JSON configuration and env vars

[cotdp]

Hello team moonshot!

We have been testing against our production Azure OpenAI endpoints and would like to share the following amendments.

• Added a new openai-azure.py connector, this handles some oddities about using Azure with early versions of the openai library.
• Added an example test-azure-openai-endpoint.json configuration to illustrate all the accepted options.
• Updated the docs/cli/connecting_endpoints.md documentation to detail the options, and environment variables.
• Misc: added more ephemeral files to .gitignore.

Both JSON configuration and environment variable configurations have been tested and found to work as expected.

Please let us know if you have any questions, or further suggestions.