Azure Auth support

What variant of Codex are you using?

MCPServer, CLI

What feature would you like to see?

Hi Codex team,

Thank you for the great work on the Codex agent in Rust. This is a very useful effort.

We have been experimenting with the Rust Codex agent from this repo, and it has been working well so far. I would like to contribute several improvements to Codex.

For this pull request, I would like to add support for Azure auth in Codex, including:

1) Developer credentials, so developers can authenticate when running locally.
2) Managed Identity and Workload Identity credentials.
3) Credential caching and renewal.
4) Other optional credential modes.

By depending on the azure_core and azure_identity crates, we should be able to support most of this with minimal custom implementation, it will integrate smoothly with existing Codex auth model.

Thank you,
Oleksii

Additional information

_No response_