Validation and Expansion of Airflow Callback Support

[tatiana]

Test and confirm that standard Airflow callback types (e.g., on_success_callback, on_failure_callback) work seamlessly with Cosmos operators, as they do with native Airflow operators. Document these capabilities in our documentation. For broader use cases beyond artifact retrieval, ensure that these callbacks function correctly. If certain callback types are found to be incompatible, prioritize adding support starting with local execution mode, then iteratively extend support to other execution modes.