[mgmt] Open discussion, enhance SDK dependency and logging experience

## Context
Regarding recent [HTTP header size exceeds 8192 bytes](https://devblogs.microsoft.com/java/http-header-size-errors-in-the-azure-sdk-for-java/) incident, we provided fix in [`azure-core-http-netty`](https://github.com/Azure/azure-sdk-for-java/pull/45291).
Apart from that, there could be some potential areas to enhance SDK customer experience. I've listed some customer requests in the sub issues.

This is open discussion and welcome any suggestions!