Added Azure OpenAI Direct E2E Test (Scenario #17)

[saimachi]

Added Azure OpenAI Direct E2E Test (Scenario #17)

Details on the issue fix or feature implementation

This PR includes an end-to-end test for the AzureOpenAIDirect orchestrator. It creates a new agent and prompt and requests completion using both endpoints.

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• [ ] I started this PR by branching from the head of the default branch
• [ ] 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
• [ ] I have successfully run a local build
• [ ] I have provided the required update scripts, where applicable
• [ ] I have updated relevant docs, where applicable