Support greenlet local auth for model serving

[anshul0713]

What changes are proposed in this pull request?

Supporting greenlet local auth for model serving. Model serving
use-cases for databricks-sdk used to use thread local to get the
oauth token. This was when model server is a synchronous server.

Model server is now async with gevent and thread locals does
not work here. We instead use greenlet locals which works
with async workers as well.

We leave the old thread local code as well for backward
compatibility

How is this tested?

Unit tests

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• PR number: 987
• Commit SHA: 8b5d0cdf8bb189f63be791517fafddbebb82be2c

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