.Net: Adds support for providing own sql connection to the vector store connector

[MarvinPogoda]

Motivation and Context

A connection string tends to carry secrets as plain text, which easily leak into logs, telemetry, or configuration dumps.

Description

Providing a Func avoids passing secrets around entirely and allows credentials to be resolved securely at connection-creation time.

Contribution Checklist

• The code builds clean without any errors or warnings
• The PR follows the SK Contribution Guidelines and the pre-submission formatting script raises no violations
• All unit tests pass, and I have added new tests where possible
• I didn't break anyone 😄

[MarvinPogoda]

@microsoft-github-policy-service agree