.NET: [BREAKING] Add GetNewThread overload for taking a ChatMessageStore at thread creation time

[westey (westey-m)]

Motivation and Context

In some cases users may need to provide a custom ChatMessageStore to a ChatClientAgent when they create the thread, instead of via a factory. E.g. when users need to do some async processing to generate a custom thread id.
Users may also want to access the message store object from the thread before doing the first run, to update it for their specific scenario.

#2325

Description

• Add GetNewThread overload for taking a ChatMessageStore at thread creation time
• Move message store creation to thread creation time, so it can be accessed before the first run.

Contribution Checklist

• The code builds clean without any errors or warnings
• The PR follows the Contribution Guidelines
• All unit tests pass, and I have added new tests where possible
• Is this a breaking change? If yes, add "[BREAKING]" prefix to the title of the PR.

[Copilot]

Pull request overview

This PR adds a new GetNewThread(ChatMessageStore) overload that allows users to provide a custom ChatMessageStore instance at thread creation time, addressing scenarios where async processing is needed to generate a custom thread ID or where users need to access the message store before the first run.

Key Changes

• Adds GetNewThread(ChatMessageStore) overload for directly providing a message store instance
• Moves message store creation from lazy initialization (during first run) to eager initialization (at thread creation time) when using ChatMessageStoreFactory
• Updates test coverage with new test files and modified existing tests to validate the new behavior

Reviewed changes

Copilot reviewed 4 out of 4 changed files in this pull request and generated 3 comments.

File	Description
dotnet/src/Microsoft.Agents.AI/ChatClient/ChatClientAgent.cs	Adds new GetNewThread(ChatMessageStore) overload with XML documentation and modifies parameterless GetNewThread() to eagerly create message store from factory
dotnet/tests/Microsoft.Agents.AI.UnitTests/ChatClient/ChatClientAgent_GetNewThreadTests.cs	New test file covering GetNewThread() overloads with factory and parameter-based scenarios
dotnet/tests/Microsoft.Agents.AI.UnitTests/ChatClient/ChatClientAgent_DeserializeThreadTests.cs	New test file covering DeserializeThread() with factory scenarios
dotnet/tests/Microsoft.Agents.AI.UnitTests/ChatClient/ChatClientAgentTests.cs	Refactors and adds tests for the new eager initialization behavior, including validation that exceptions are thrown when both ConversationId and MessageStore are used together