Integrate the SDK into the App

[br41nslug]

Describe the Task

Currently we are using axios for http requests in the App but with the recent rebuild of the SDK we want to start gradually replacing the custom axios implementation with the SDK.

### Tasks
- [ ] https://github.com/directus/directus/issues/20807
- [ ] https://github.com/directus/directus/issues/20810
- [ ] https://github.com/directus/directus/issues/20997
- [ ] https://github.com/directus/directus/issues/20998
- [ ] https://github.com/directus/directus/issues/20999
- [ ] https://github.com/directus/directus/issues/21000
- [ ] https://github.com/directus/directus/issues/21001
- [ ] https://github.com/directus/directus/issues/21002
- [ ] https://github.com/directus/directus/issues/21003
- [ ] https://github.com/directus/directus/issues/21004
- [ ] [Sdk] Central error event handling

[phazonoverload]

When getting this ready, please create a docs issue to document useSDK().

[rijkvanzanten]

This was implemented in https://github.com/directus/directus/commit/988bc8762e1ce0848c218bcb63eb1afa10db072a 🙂