fix(auth): let env vars override yaml for openai_compatible mode

The yaml default `azure_openai_auth_mode: azure_cli` was silently
overwriting `AZURE_OPENAI_AUTH_MODE` exported by the user, because
`configure_clients()` treats any non-empty config value as an explicit
override. Switching the three auth_mode defaults (shared / optimizer /
target) to "" lets `_clean()` drop them and restores the intended
fallback chain: yaml → env var → module default ("azure_cli").

Also update README and .env.example to document the openai_compatible
mode introduced in d5c5b61, and remove the misleading `OPENAI_API_KEY`
snippet — SkillOpt reuses the `AZURE_OPENAI_*` env vars in this mode.

README.md

@@ -45,13 +45,22 @@ export AZURE_OPENAI_API_KEY="your-key"
 export AZURE_OPENAI_AUTH_MODE="azure_cli"
 ```
 
-> **Note:** `AZURE_OPENAI_ENDPOINT` is always required. Without it, all LLM calls will fail.
+> **Note:** `AZURE_OPENAI_ENDPOINT` is required for all three modes (`api_key`, `azure_cli`,
+> `openai_compatible`). Without it, all LLM calls will fail.
 
-**OpenAI** directly:
+**OpenAI-compatible endpoints**:
 ```bash
-export OPENAI_API_KEY="sk-..."
+export AZURE_OPENAI_ENDPOINT="https://api.openai.com/v1"
+export AZURE_OPENAI_API_KEY="sk-..."
+export AZURE_OPENAI_AUTH_MODE="openai_compatible"
 ```
 
+This routes all calls through the plain OpenAI Python client (no Azure auth, no `api-version`
+header).
+
+> **Note:** SkillOpt reuses the `AZURE_OPENAI_*` env var names even in this mode — there is no
+> separate `OPENAI_API_KEY` knob.
+
 **Anthropic Claude**:
 ```bash
 export ANTHROPIC_API_KEY="sk-ant-..."