[Feature]Managed Identity support for local executions

[bjowol]

Would like for the scripts running locally, either in debug or not, to support managed identity authentication.

[mortenlerudjordet]

MSI uses a protected endpoint only available inside azure, so can't be used locally.
Locally would need to be a VM inside Azure or some other device residing inside a vNet.

One solution would be to use code like suggested here:
#46