docs: add connection parameter reference (Thrift vs Kernel) (#913)

* docs: add connection parameters reference (Thrift/SEA/Kernel)

Add docs/connection-parameters.md documenting every sql.connect() keyword
argument: type, default, per-backend support (Thrift / SEA / Kernel), and
meaning. Verified against Connection.__init__, the per-backend clients,
and the shared HTTP/auth layer at connector 4.4.0. Linked from the README
Documentation section.

Co-authored-by: Isaac
Signed-off-by: eric-wang-1990 <e.wang@databricks.com>

* docs: rework connection parameter reference in Thrift-vs-Kernel table format

Drop the SEA column (backend is being deprecated) and restructure the doc to
match the databricks-sql-nodejs connection-parameter reference (#457): a
two-backend Thrift/Kernel table per section with a ✅/❌/⚠️/— legend, a
'Sources of truth' list, and a 'Summary of gaps'.

Co-authored-by: Isaac
Signed-off-by: eric-wang-1990 <e.wang@databricks.com>

* docs: correct kernel auth/query_tags rows against origin/main

- credentials_provider is rejected on the kernel path (NotSupportedError),
  not supported: mark Kernel ❌.
- Per-statement query_tags IS supported on the kernel via set_query_tags:
  drop the stale 'not supported' caveat.
- azure_* fields are the Entra M2M gap; note azure-oauth U2M browser flow
  does work on the kernel.
- Fix a backwards Summary-of-gaps entry (oauth_client_secret/oauth_scopes are
  kernel-supported; the real Thrift-only auth gap is credentials_provider).

Co-authored-by: Isaac
Signed-off-by: eric-wang-1990 <e.wang@databricks.com>

* ai: apply changes for #913 (3 review threads)

Addresses:
  - #3799244504 at docs/connection-parameters.md:6
  - #3799383910 at docs/connection-parameters.md:90
  - #3799696042 at docs/connection-parameters.md:72

Signed-off-by: peco-engineer-bot[bot] <peco-engineer-bot[bot]@users.noreply.github.com>

* docs: clarify oauth_redirect_port is client-id-gated on both backends

The oauth_redirect_port row implied the kernel path treats the port
differently from Thrift. It doesn't: auth.py:127-130 (Thrift) and the
kernel auth_bridge use the identical gate — an explicit port is only
honored when a custom oauth_client_id is also supplied; otherwise the
full 8020-8024 range is used with first-free-port binding. Reword the
note to describe this shared behavior (both backends), keeping the
existing checkmark/checkmark support columns.

Co-authored-by: Isaac
Signed-off-by: eric-wang-1990 <e.wang@databricks.com>

* docs: move connection reference to root as CONNECTION_PARAMETERS.md

Match the databricks-sql-go layout (databricks/databricks-sql-go#445):
put the reference at the repo root as CONNECTION_PARAMETERS.md and link
it from README's docs section, instead of docs/connection-parameters.md.
Retitle to the plural 'Connection parameters reference' and fix the
relative proxy link (proxy.md -> docs/proxy.md) now that the file sits
one level up.

Co-authored-by: Isaac
Signed-off-by: eric-wang-1990 <e.wang@databricks.com>

* docs: retitle CONNECTION_PARAMETERS and fix relative proxy link

Plural title (matches databricks-sql-go) and repoint the in-table proxy
link proxy.md to docs/proxy.md now that the file lives at the repo root.
Also update the README reference path.

Co-authored-by: Isaac
Signed-off-by: eric-wang-1990 <e.wang@databricks.com>

---------

Signed-off-by: eric-wang-1990 <e.wang@databricks.com>
Signed-off-by: peco-engineer-bot[bot] <peco-engineer-bot[bot]@users.noreply.github.com>
Co-authored-by: peco-engineer-bot[bot] <peco-engineer-bot[bot]@users.noreply.github.com>

Author: eric-wang-1990