Adding Grid URL env var

[diemol]

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Description

Motivation and Context

Users can add the Grid url so the CDP endpoint can be properly routed

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)

Checklist

• I have read the contributing document.
• My change requires a change to the documentation.
• I have updated the documentation accordingly.
• I have added tests to cover my changes.
• All new and existing tests passed.