Fix the onboarding state to account for zenml login

[stefannica]

Describe changes

We used to rely on the "authorized device created" event to mark the "zenml connect" step in the onboarding state.
With "zenml login" taking the place of "zenml connect" and the new login experience, this is still valid for OSS servers, but the ZenML Pro servers no longer use "authorized devices" at the zenml server level, they use "authorized devices" at the ZenML Pro control plane level.

This PR fixes this by introducing:

• a custom User-Agent header value set for all the API requests made by the ZenML Python client (to be able to differentiate ZenML client calls from other type of calls)
• a new probe that, when triggered, will update the "zenml login" onboarding state: whenever a ZenML Python client successfully logs in to the server using the "external" authentication scheme

Pre-requisites

Please ensure you have done the following:

• I have read the CONTRIBUTING.md document.
• I have added tests to cover my changes.
• I have based my new branch on develop and the open PR is targeting develop. If your branch wasn't based on develop read Contribution guide on rebasing branch to develop.
• IMPORTANT: I made sure that my changes are reflected properly in the following resources:
  • ZenML Docs
  • Dashboard: Needs to be communicated to the frontend team.
  • Templates: Might need adjustments (that are not reflected in the template tests) in case of non-breaking changes and deprecations.
  • Projects: Depending on the version dependencies, different projects might get affected.

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Other (add details above)

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[schustmi]

Should this be a debug log instead?

[stefannica]

It was merely a left-over debug log. Removed now.

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LLM Finetuning template updates in examples/llm_finetuning have been pushed.

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