feat: Allow OpenAI client config in other components

[alexengrig]

Related Issues

• fixes Add passing http_client to OpenAI clients #9169

Proposed Changes:

When using components with an OpenAI client, we can configure the HTTP client.

How did you test it?

Updated the existing tests.

Notes for the reviewer

This PR completes #9215 for other components:

• AzureOpenAIGenerator, OpenAIGenerator and DALLEImageGenerator
• OpenAIDocumentEmbedder and OpenAITextEmbedder
• RemoteWhisperTranscriber

Checklist

• I have read the contributors guidelines and the code of conduct
• I have updated the related issue with new insights and changes
• I added unit tests and updated the docstrings
• I've used one of the conventional commit types for my PR title: fix:, feat:, build:, chore:, ci:, docs:, style:, refactor:, perf:, test: and added ! in case the PR includes breaking changes.
• I documented my code
• I ran pre-commit hooks and fixed any issue

[coveralls]

Pull Request Test Coverage Report for Build 14591523099

Details

• 0 of 0 changed or added relevant lines in 0 files are covered.
• 55 unchanged lines in 6 files lost coverage.
• Overall coverage increased (+0.01%) to 90.514%

---

Files with Coverage Reduction	New Missed Lines	%
components/generators/openai_dalle.py	1	97.62%
components/generators/azure.py	4	91.84%
components/generators/openai.py	4	95.74%
components/embedders/openai_text_embedder.py	6	88.68%
components/audio/whisper_remote.py	11	70.45%
components/embedders/openai_document_embedder.py	29	61.95%

Totals
Change from base Build 14589393396:	0.01%
Covered Lines:	10830
Relevant Lines:	11965

---

💛 - Coveralls

[Amnah199]

LG!

[Amnah199]

Thanks @alexengrig, for following up on this issue and pushing the PR forward. Much appreciated!