[FR] Custom URL for OpenAI API

### Description

Hello,

would it be a big issue to implement an option to set a custom URL for the OpenAI API?

There are many local LLM backends that are compatible with the OpenAI API Specs and this would enable users to run their own (local and private) LLMs.

Would be a BIG PLUS imo.

### Impact

uncertain

### Additional Context

_No response_