Migration of Azure adal to azidentity

[leuyentran]

Is your feature request related to a problem? Please describe.
adal and auth will be deprecated next year. We should look into migration to azidentity

More info: https://azure.microsoft.com/en-us/updates/support-for-azure-sdk-libraries-that-do-not-conform-to-our-current-azure-sdk-guidelines-will-be-retired-as-of-31-march-2023/

Describe the solution you'd like
Migration guide

Environment
Storage Provider: Azure

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[pavannd1]

Still relevant

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