onboard to Codecov for code coverage

[tianleh]

Is your feature request related to a problem? Please describe.

There is an project initiative for code coverage. See examples
https://github.com/opensearch-project/opensearch-build/blob/main/.codecov.yml
https://github.com/opensearch-project/security-dashboards-plugin/blob/main/codecov.yml

Describe the solution you'd like

onboard to Codecov

Describe alternatives you've considered

Additional context

[kavilla]

Linking similar issue: #1035

[kavilla]

I believe @ananzh was looking into this?