Fix Azure roll-up to return Azure object

[jianghaolu]

1. Since management clients are "built", I create them on Azure(), ResourceManager(), etc constructors instead.
2. Use same pattern in Azure as ResourceManager as

Azure.Authenticated azureAuthed = Azure.configure()
        .withLogLevel(HttpLoggingInterceptor.Level.BASIC)
        .withUserAgent("AzureTests")
        .authenticate(credentials);
Subscriptions subscriptions = azureAuthed.subscriptions();
Azure azure = azureAuthed.withSubscription(subscriptionId);

1. Per discussion, turning Configurable to static nested classes.
2. Removed unnecessary generic type on ResourceConnector.