Manage Azure and Event Hub SDKs version with Dependabot (#39495)

* Manage Azure and Event Hub SDKs with Dependabot

Created a block for CSPs, so we can group together their dependencies
and target specific teams as reviewers.

* Add elastic/obs-infraobs-integrations team as reviewers

The elastic/obs-infraobs-integrations team is probably interested in
staying up to date with the Azure SDK for Go updates.

.github/dependabot.yml

@@ -40,6 +40,25 @@ updates:
       - dependency-name: github.com/elastic/mito
     open-pull-requests-limit: 2
 
+  # Cloud providers' SDK dependencies
+  - package-ecosystem: "gomod"
+    directory: "/"
+    schedule:
+      interval: "daily"
+    labels:
+      - automation
+      - dependabot
+    reviewers:
+      - "elastic/obs-ds-hosted-services"
+      - "elastic/obs-infraobs-integrations"
+    groups:
+      azure-sdks:
+        patterns:
+          - "github.com/Azure/azure-sdk-for-go/*"
+          - "github.com/Azure/azure-event-hubs-go/*"
+          - "github.com/Azure/go-autorest/*"
+          - "github.com/Azure/azure-storage-blob-go/*"
+
   # GitHub actions
   - package-ecosystem: "github-actions"
     directory: "/"