lightning: support import from azure blob

[D3Hunter]

Feature Request

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

now we have need to support import from azure blob, especially on cloud. The external storage API already supported azure blob, and BR which shares the same external storage as lightning already support azure blog afficially https://docs.pingcap.com/tidb/stable/backup-and-restore-storages. so enable azure for lightning should be fine, but need more test, right now lightning have a check that refuse to import azure

tidb/pkg/lightning/config/config.go

Line 108 in f0b3bf0

supportedStorageTypes = []string{"file", "local", "s3", "noop", "gcs", "gs"}

Describe the feature you'd like:

Describe alternatives you've considered:

Teachability, Documentation, Adoption, Migration Strategy: