Rework & improve Azure CLI installation using sources directly

[bgauduch]

Using the Azure provided script:

• doc : https://docs.microsoft.com/en-us/cli/azure/install-azure-cli-linux?view=azure-cli-latest#install-or-update
• python script : https://azurecliprod.blob.core.windows.net/install.py

Using apt:

• https://docs.microsoft.com/en-us/cli/azure/install-azure-cli-apt?view=azure-cli-latest#manual-install-instructions