Azure: use azidentity for auth

ADAL reaches end-of-life in December 31, 2022 [1]. Microsoft recomends moving to MSAL and the migration guide [2] shows a way to create an adapter so the new authentication works with v1 SDK clients.

I have been collecting some info regarding this transition at https://docs.google.com/document/d/1yQt8sbknSmF_hriHyMAKPiztSoRIvntSX9i1wtObSYs/edit?usp=sharing

 [1] https://learn.microsoft.com/en-us/answers/questions/768833/when-is-adal-and-azure-ad-graph-reaching-end-of-li.html

[2] https://github.com/Azure/azure-sdk-for-go/blob/main/sdk/azidentity/MIGRATION.md