Add Azure passthrough documentation and sidebar entry (#14958)

Co-authored-by: Cursor Agent <cursoragent@cursor.com>

docs/my-website/docs/pass_through/azure_passthrough.md

@@ -0,0 +1,89 @@
+# Azure Passthrough
+
+Pass-through endpoints for `/azure`
+
+## Overview
+
+| Feature | Supported | Notes |
+|-------|-------|-------|
+| Cost Tracking | ❌ | Not supported |
+| Logging | ✅ | Works across all integrations |
+| Streaming | ✅ | Fully supported |
+
+### When to use this?
+
+- For most use cases, you should use the [native LiteLLM Azure OpenAI Integration](../providers/azure/azure) (`/chat/completions`, `/embeddings`, `/completions`, `/images`, etc.)
+- Use this passthrough to call newer or less common Azure OpenAI endpoints that LiteLLM doesn't fully support yet, such as `/assistants`, `/threads`, `/vector_stores`
+
+Simply replace your Azure endpoint (e.g. `https://<your-resource-name>.openai.azure.com`) with `LITELLM_PROXY_BASE_URL/azure`
+
+## Usage Examples
+
+### Assistants API
+
+#### Create Azure OpenAI Client
+
+Make sure you do the following:
+- Point `azure_endpoint` to your `LITELLM_PROXY_BASE_URL/azure`
+- Use your `LITELLM_API_KEY` as the `api_key`
+
+```python
+import openai
+
+client = openai.AzureOpenAI(
+    azure_endpoint="http://0.0.0.0:4000/azure",  # <your-proxy-url>/azure
+    api_key="sk-anything",  # <your-proxy-api-key>
+    api_version="2024-05-01-preview"  # required Azure API version
+)
+```
+
+#### Create an Assistant
+
+```python
+assistant = client.beta.assistants.create(
+    name="Math Tutor",
+    instructions="You are a math tutor. Help solve equations.",
+    model="gpt-4o",
+)
+```
+
+#### Create a Thread
+```python
+thread = client.beta.threads.create()
+```
+
+#### Add a Message to the Thread
+```python
+message = client.beta.threads.messages.create(
+    thread_id=thread.id,
+    role="user",
+    content="Solve 3x + 11 = 14",
+)
+```
+
+#### Run the Assistant
+```python
+run = client.beta.threads.runs.create(
+    thread_id=thread.id,
+    assistant_id=assistant.id,
+)
+
+# Check run status
+run_status = client.beta.threads.runs.retrieve(
+    thread_id=thread.id,
+    run_id=run.id
+)
+```
+
+#### Retrieve Messages
+```python
+messages = client.beta.threads.messages.list(
+    thread_id=thread.id
+)
+```
+
+#### Delete the Assistant
+
+```python
+client.beta.assistants.delete(assistant.id)
+```

docs/my-website/sidebars.js

@@ -342,6 +342,7 @@ const sidebars = {
             "pass_through/anthropic_completion",
             "pass_through/assembly_ai",
             "pass_through/bedrock",
+            "pass_through/azure_passthrough",
             "pass_through/cohere",
             "pass_through/google_ai_studio",
             "pass_through/langfuse",