Python SDK has msgIDs that do not correlate with Cosmos thread storage

**Is your feature request related to a problem? Please describe.**
The customer is using BYO-thread storage on Cosmos. The thread-message-store contains all turns of the conversation. The threadID matches fine, but the id in Cosmos, which is similar to the msgID (ex. "ent_msg_TZwpfaXbb5A354JnBMt2vd3b") doesn't correlate to the msgID (ex. "msg_a4XYxSSKFTBqJJXiv2KC7U2V") we get back from the agent streaming SDK. This creates a barrier to using the data in the thread store. For instance, a user gives feedback, we can assign that to the msgID, but then we don't know which message it was associated with in thread-store.

**Describe the solution you'd like**
I would like to see the msgID from the agent SDK also recorded in the Cosmos thread store.

**Describe alternatives you've considered**
We can compare the text in the thread-store with text returned from the agent (within the correct threadID) and then build a lookup table between the IDs.

**Additional context**
I am a Microsoft employee in ISE if you need to reach me: pelasne.

Inizia tracciando il modo in cui il Python agent streaming SDK scrive i turns nel Cosmos thread-message-store e genera i valori di msgID. Conferma che il record memorizzato possa conservare lo SDK msgID insieme al Cosmos identifier esistente, quindi verifica che feedback possa essere correlato al messaggio memorizzato all’interno di un thread.

Scritto dal modello di indicizzazione a partire dal testo della issue.