Validate region string format before use in URL construction (#921)

Add _validate_region() that checks region strings against ^[a-z][a-z0-9-]*$
to ensure they match the Azure region naming convention. Validation is
applied at discovery time (env var, IMDS) and before URL construction for
user-provided azure_region values.

Fixes #920

Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>