Link azure_identity errors to troubleshooting guide

[chlowell]

azure_identity credential types (found in sdk/identity/azure_identity/src/*_credential.go) for which TROUBLESHOOTING.md has content should link to that content in their error messages. For example, TROUBLESHOOTING.md has a "Troubleshoot ClientSecretCredential authentication issues" header with anchor <a id="client-secret"></a>, so ClientSecretCredential error messages should include a link to https://aka.ms/azsdk/rust/identity/troubleshoot#client-secret. This would probably be easiest to do with some kind of consolidated error factory.

The Go SDK has a good example implementation.