Azure extended chat + Citations

[givenscj]

Azure extended chat + Citations

The issue or feature being addressed

Add support for Azure AI Extended chat with advanced citations.

Details on the issue fix or feature implementation

Support the extended endpoint in Azure AI Direct.

Confirm the following

• [x ] I started this PR by branching from the head of the default branch
• [x ] I have targeted the PR to merge into the default branch
• [ ] I have included unit tests for the issue/feature
• [ ] I have included inline docs for my changes, where applicable
• [x ] I have successfully run a local build
• [ ] I have provided the required update scripts, where applicable
• [ ] I have updated relevant docs, where applicable

[!NOTE] Instead of adding X's inside the checkboxes you wish to check above, first submit the PR, then check the boxes in the rendered description.