[FEATURE REQ] Use the Azure OpenAI SDK to call "custom" endpoints that are not hosted on OpenAI

[shalabi]

Is your feature request related to a problem? Please describe.
Use the Azure OpenAI SDK to call "custom" endpoints that are not hosted on OpenAI

Describe the solution you'd like
Right now this code in

azure-sdk-for-java/sdk/openai/azure-ai-openai/src/main/java/com/azure/ai/openai/OpenAIClientBuilder.java

Line 333 in 4edce0c

private NonAzureOpenAIClientImpl buildInnerNonAzureOpenAIClient() {

blocks this.

Would love a way to customize the base URL

Describe alternatives you've considered
No way to change anythign since all classes are final

Additional context
Add any other context or screenshots about the feature request here.

Information Checklist
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• Description Added
• Expected solution specified