Feature Request: Add the ability to use Azure Open AI LLM's

[Dods80]

Hello, A lot of users will probably want to deploy this in their organisation which has taken onboard the Azure model to govern and consume there AI units.

[coleam00]

We are working on OpenAI API compatibility which should help with this! I do know that the Azure Open AI integration is trickier though since there are extra parameters for the client if I remember correctly... something like the organization ID needs to be passed in when initializing the OpenAI client?

[miskaone]

Summary of requirements on the Azure Platform

Requirement	Details
Azure Subscription	Needed for resource allocation
Resource Deployment	Model selection, deployment type, region-specific availability
Authentication	API Key or Entra ID (Azure AD); assign RBAC roles
API Parameters	Endpoint URL, API key/token, Deployment Name, sometimes Organization ID
Network & Security	CORS for storage, VNet/private endpoint for advanced security
Compliance	Align with standards (GDPR, HIPAA, SOC2, etc.)
SDK/Client Libraries	Use official clients for Python, .NET, Java, others