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docs: add MLflow AI Gateway example#852

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PattaraS wants to merge 1 commit intoanthropics:mainfrom
PattaraS:add-mlflow-gateway-example
Draft

docs: add MLflow AI Gateway example#852
PattaraS wants to merge 1 commit intoanthropics:mainfrom
PattaraS:add-mlflow-gateway-example

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Summary

Adds examples/mlflow_gateway.py showing how to use Claude Agent SDK with MLflow AI Gateway's Anthropic-compatible passthrough.

How it works

Sets ANTHROPIC_BASE_URL via ClaudeAgentOptions.env to point to http://localhost:5000/gateway/anthropic, which routes requests through the gateway's Anthropic passthrough API.

AI Disclosure

This pull request was AI-assisted by Claude. All content was reviewed and validated by a human contributor.

Adds an example showing how to use Claude Agent SDK with MLflow AI
Gateway's Anthropic-compatible passthrough at /gateway/anthropic/v1.
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