When using the new Azure OpenAI authentication methods added in 5.2.4, requests to get a token are sent to https://login.microsoftonline.com. Some customers require those outgoing external requests to go though a proxy. However all other internal requests including those to other Azure services such as Azure OpenAI are required to not go though the proxy.

This issue is to add an environment variable to capture the proxy information to be applied solely to the requests to get access tokens for use with Azure OpenAI.