SNOW-1732907 Fix proxy configuration for Azure storage client

[sfc-gh-dheyman-1]

Description

SNOW-1732907 SnowflakeTransport configuration is not being passed throughout all of the azure storage communication. It might affect e.g proxy. This commit intends to fix this.

Checklist

• [ ] Created tests which fail without the change (if possible)
• [ ] Extended the README / documentation, if necessary

[codecov[bot]]

Codecov Report

All modified and coverable lines are covered by tests :white_check_mark:

Project coverage is 82.61%. Comparing base (c2e6db0) to head (5bc9cb8). Report is 1 commits behind head on master.

Additional details and impacted files

```diff @@ Coverage Diff @@ ## master #1221 +/- ## ========================================== - Coverage 82.61% 82.61% -0.01% ========================================== Files 54 54 Lines 12909 12916 +7 ========================================== + Hits 10665 10670 +5 - Misses 2244 2246 +2 ```

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