feat: support named data-residency endpoints (#3646)

## Summary

Let applications select an OpenAI regional endpoint by name instead of
assembling base URLs themselves. The new `data_residency` option
supports `global`, `us`, `eu`, and `ae`, applies consistently to
synchronous/asynchronous clients and their copies, and keeps HTTP and
WebSocket routing aligned.

Explicit endpoint conflicts and third-party provider combinations fail
locally. This selects routing only; it does not change project
eligibility or provide regional fallback.

Co-authored-by: apcha-oai <228803254+apcha-oai@users.noreply.github.com>