Fix issues with undefined variables, typo, and incorrect parameter name in Azure OpenAI Pipe

[kmishmael]

There are a couple of issues in the Azure OpenAI Pipe code:

• The requests response object r is not initialized and could cause a NameError if an exception occurs before r is defined.
• There is a typo in the allowed_params set, where functions is misspelled as funcions. documentation
• The parameter dataSources should be updated to data_sources as referenced in the documentation.

Proposed Solution

• Initialize r to None before the try block.
• Correct the typo by changing funcions to functions in the allowed_params set.
• Change dataSources to data_sources in the allowed_params set.

I've filed a PR for #245