chore(tests): update tests and error cases handling for azure openai provider

[kunalk16]

📝 Description

Addressing pending feedback from #2110

🗣️ Type of Change

• 🐞 Bug fix (non-breaking change which fixes an issue)
• ✨ New feature (non-breaking change which adds functionality)
• 📖 Documentation update
• ⚡ Code refactoring (no functional changes, no api changes)

🤖 AI Code Generation

• 🤖 Fully AI-generated (100% AI, 0% Human)
• 🛠️ Mostly AI-generated (AI draft, Human verified/modified)
• 👨‍💻 Mostly Human-written (Human lead, AI assisted or none)

🔗 Related Issue

Related Issue #2111
Related PR #2110

📚 Technical Context (Skip for Docs)

• Reference URL:
• Reasoning:

🧪 Test Environment

• Hardware: Windows PC/Container Environment
• OS: Ubuntu 24.04
• Model/Provider: Azure OpenAI GPT 5.2 Chat
• Channels: Not applicable

📸 Evidence (Optional)

Click to view Logs/Screenshots

Just impacting tests, CI should be enough

☑️ Checklist

• My code/docs follow the style of this project.
• I have performed a self-review of my own changes.
• I have updated the documentation accordingly.

[kunalk16]

@yinwm I have raised this PR to address the pending comments from #2110