bjstore/azure: Only create an http client once (#4928)

`getContainerURL` was creating a new `http.Client` within `HTTPSender`.
This increased memory pressure on components making requests to Azure.

Move `http.Client` creation out of `HTTPSender`, only creating it once
per call to `getContainerURL`.

Signed-off-by: Andrew Seigner <andrew@sig.gy>

CHANGELOG.md

@@ -48,6 +48,7 @@ We use *breaking :warning:* to mark changes that are not backward compatible (re
 - [#4777](https://github.com/thanos-io/thanos/pull/4777) Query: Fix data race in exemplars server.
 - [#4811](https://github.com/thanos-io/thanos/pull/4811) Query: Fix data race in metadata, rules, and targets servers.
 - [#4795](https://github.com/thanos-io/thanos/pull/4795) Query: Fix deadlock in endpointset.
+- [#4928](https://github.com/thanos-io/thanos/pull/4928) Azure: Only create an http client once, to conserve memory.
 
 ### Changed
 

pkg/objstore/azure/helpers.go

@@ -104,6 +104,10 @@ func getContainerURL(ctx context.Context, logger log.Logger, conf Config) (blob.
 		retryOptions.TryTimeout = time.Until(deadline)
 	}
 
+	client := http.Client{
+		Transport: DefaultTransport(conf),
+	}
+
 	p := blob.NewPipeline(credentials, blob.PipelineOptions{
 		Retry:     retryOptions,
 		Telemetry: blob.TelemetryOptions{Value: "Thanos"},
@@ -117,10 +121,6 @@ func getContainerURL(ctx context.Context, logger log.Logger, conf Config) (blob.
 		},
 		HTTPSender: pipeline.FactoryFunc(func(next pipeline.Policy, po *pipeline.PolicyOptions) pipeline.PolicyFunc {
 			return func(ctx context.Context, request pipeline.Request) (pipeline.Response, error) {
-				client := http.Client{
-					Transport: DefaultTransport(conf),
-				}
-
 				resp, err := client.Do(request.WithContext(ctx))
 
 				return pipeline.NewHTTPResponse(resp), err