Add Azure support

[samansmink]

Branched off PR by @nfoerster2, the idea was working but there was some dead code, and not all cases were working for me.

Also I set up some CI jobs to properly test the different azure auth modes.

Whats supported now:

• Using connection strings (based on both SAS token and account secret)
• Using Service Principal
• Using CLI auth
• Unauthenticated requests (require creating an "empty" secret with just the account_name)

I will add this to the docs when this gets merged