docs: update Azure SQL and MSSQL authentication details and connection options

Author: mattiasthalen

docs/integrations/engines/azuresql.md

@@ -2,29 +2,35 @@
 
 [Azure SQL](https://azure.microsoft.com/en-us/products/azure-sql) is "a family of managed, secure, and intelligent products that use the SQL Server database engine in the Azure cloud."
 
-The Azure SQL adapter only supports authentication with a username and password. It does not support authentication with Microsoft Entra or Azure Active Directory.
-
 ## Local/Built-in Scheduler
 **Engine Adapter Type**: `azuresql`
 
 ### Installation
+#### User / Password Authentication:
 ```
 pip install "sqlmesh[azuresql]"
 ```
+#### Microsoft Entra ID / Azure Active Directory Authentication:
+```
+pip install "sqlmesh[azuresql-odbc]"
+```
 
 ### Connection options
 
 | Option            | Description                                                      |     Type     | Required |
 | ----------------- | ---------------------------------------------------------------- | :----------: | :------: |
 | `type`            | Engine type name - must be `azuresql`                            |    string    |    Y     |
 | `host`            | The hostname of the Azure SQL server                             |    string    |    Y     |
-| `user`            | The username to use for authentication with the Azure SQL server |    string    |    N     |
-| `password`        | The password to use for authentication with the Azure SQL server |    string    |    N     |
+| `user`            | The username / client ID to use for authentication with the Azure SQL server |    string    |    N     |
+| `password`        | The password / client secret to use for authentication with the Azure SQL server |    string    |    N     |
 | `port`            | The port number of the Azure SQL server                          |     int      |    N     |
 | `database`        | The target database                                              |    string    |    N     |
 | `charset`         | The character set used for the connection                        |    string    |    N     |
 | `timeout`         | The query timeout in seconds. Default: no timeout                |     int      |    N     |
 | `login_timeout`   | The timeout for connection and login in seconds. Default: 60     |     int      |    N     |
 | `appname`         | The application name to use for the connection                   |    string    |    N     |
 | `conn_properties` | The list of connection properties                                | list[string] |    N     |
-| `autocommit`      | Is autocommit mode enabled. Default: false                       |     bool     |    N     |
+| `autocommit`      | Is autocommit mode enabled. Default: false                       |     bool     |    N     |
+| `driver`         | The driver to use for the connection. Default: pymsql            |    string    |    N     |
+| `driver_name`     | The driver name to use for the connection. E.g., *ODBC Driver 18 for SQL Server* |    string    |    N     |
+| `odbc_properties` | The dict of ODBC connection properties. E.g., authentication: ActiveDirectoryServicePrincipal. See more [here](https://learn.microsoft.com/en-us/sql/connect/odbc/dsn-connection-string-attribute?view=sql-server-ver16). | dict |    N     |

docs/integrations/engines/mssql.md

@@ -4,18 +4,23 @@
 **Engine Adapter Type**: `mssql`
 
 ### Installation
+#### User / Password Authentication:
 ```
 pip install "sqlmesh[mssql]"
 ```
+#### Microsoft Entra ID / Azure Active Directory Authentication:
+```
+pip install "sqlmesh[mssql-odbc]"
+```
 
 ### Connection options
 
 | Option            | Description                                                  |     Type     | Required |
 | ----------------- | ------------------------------------------------------------ | :----------: | :------: |
 | `type`            | Engine type name - must be `mssql`                           |    string    |    Y     |
 | `host`            | The hostname of the MSSQL server                             |    string    |    Y     |
-| `user`            | The username to use for authentication with the MSSQL server |    string    |    N     |
-| `password`        | The password to use for authentication with the MSSQL server |    string    |    N     |
+| `user`            | The username / client id to use for authentication with the MSSQL server |    string    |    N     |
+| `password`        | The password / client secret to use for authentication with the MSSQL server |    string    |    N     |
 | `port`            | The port number of the MSSQL server                          |     int      |    N     |
 | `database`        | The target database                                          |    string    |    N     |
 | `charset`         | The character set used for the connection                    |    string    |    N     |
@@ -24,3 +29,6 @@ pip install "sqlmesh[mssql]"
 | `appname`         | The application name to use for the connection               |    string    |    N     |
 | `conn_properties` | The list of connection properties                            | list[string] |    N     |
 | `autocommit`      | Is autocommit mode enabled. Default: false                   |     bool     |    N     |
+| `driver`         | The driver to use for the connection. Default: pymsql            |    string    |    N     |
+| `driver_name`     | The driver name to use for the connection. E.g., *ODBC Driver 18 for SQL Server* |    string    |    N     |
+| `odbc_properties` | The dict of ODBC connection properties. E.g., authentication: ActiveDirectoryServicePrincipal. See more [here](https://learn.microsoft.com/en-us/sql/connect/odbc/dsn-connection-string-attribute?view=sql-server-ver16). | dict |    N     |