Add Arize AX collector guidance to OpenTelemetry docs

[arizedatngo]

Summary

• Document how to forward Open WebUI OpenTelemetry traces through a collector when the backend requires custom OTLP headers.
• Add Arize AX as a concrete example using space_id and api_key headers on the collector exporter.

Notes

Open WebUI currently exposes endpoint and basic-auth environment variables. Arize AX requires custom OTLP headers, so the collector pattern gives users a working route without changing Open WebUI runtime code.

Testing

• git diff --check

[arizedatngo]

@silentoplayz could you help clarify the contribution route for this closed documentation PR? I saw you merged the latest docs changes (#1386 and #1383). #1365 was closed without an explanatory comment in the collected history. Is there an appropriate page or accepted scope for Arize AX/Phoenix OpenInference guidance? I would like to adapt to the docs team’s requirements before proposing a replacement.

[silentoplayz]

@silentoplayz could you help clarify the contribution route for this closed documentation PR? I saw you merged the latest docs changes (#1386 and #1383). #1365 was closed without an explanatory comment in the collected history. Is there an appropriate page or accepted scope for Arize AX/Phoenix OpenInference guidance? I would like to adapt to the docs team’s requirements before proposing a replacement.

Following the Pull Request template is a strict requirement. I didn't close your PR by the way. @Classic298 did.