feature: sts endpoint support

[jmgray24]

Issue #, if available:
#906
Description of changes:
Adds the ability to pass specific STS endpoint URI

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[mvsusp]

Please add unit tests.

[mvsusp]

You are setting the sts endpoint url twice: one in the constructor and one in this private method.

[laurenyu]

talked offline - we're going to take a different approach to have the STS client not use the global endpoint when possible. closing this PR as a new one will be incoming.

[mingmasplace]

Here are some notes from testing the original patch on an actual notebook. Hopefully they can be useful for the new patch:

• LocalSession will stop working as the number of parameters have changed.
• Providing unit tests will ensure good test coverage and reduce regression and the need for integration testing with real notebook.