Is there something i can so that

Can you elaborate more on this

AzureOpenAIEmbedding fails to work when used b y the query engine when working with environment variables but works fine with Keys if passed to the classes normally, but not the case if i also work with Azure clients directly

It could be OpenAI issue, They sometime pork their client

Pass the key after fetching it from env to the class directly

I'm pretty sure it reads from the environment first by default

Yep but OpenAI py library sometimes with some updates fails to read the env variables