add docs for azure and properly handle endpoint #6587
                
     Merged
            
            
          
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📝 Summary
Typically, the base URL is
https://<your-resource-name>.azure.comFor Azure, we also need the deployment_name and api_version. So we pad that in to the base_url.
We expect:
https://<your-resource-name>.openai.azure.com/openai/deployments/<deployment_name>?api-version=<api-version>.Referenced issue: #3117
Also fixes #6368 by disabling reasoning_mode param. According to docs, they are only enabled for custom models set up in Azure Foundry. We can expose this as a param in the future.
🔍 Description of Changes
📋 Checklist