Add support for Azure DefaultAzureCredential authentication when using codex CLI with Azure Hosted Models

[niketansrane]

What feature would you like to see?

Many organizations disable key-based authentication on Azure OpenAI resources for security compliance reasons. Currently, the Codex CLI only supports:

 - OpenAI API key authentication (OPENAI_API_KEY/CODEX_API_KEY)
 - ChatGPT OAuth authentication

This prevents users from using Codex CLI with Azure OpenAI deployments that require Azure AD authentication.

Additional information

Use Case

• This would enable enterprise users to use Codex CLI with their organization's Azure OpenAI resources while maintaining security best practices and compliance requirements.

[niketansrane]

Workaround for now: Use Azure CLI to get a bearer token and set it as an environment variable.

     # Get Azure AD token and set as environment variable
     $env:AZURE_OPENAI_API_KEY = az account get-access-token --resource https://cognitiveservices.azure.com --query accessToken -o tsv