Sadly we have some partnership meaning it's Copilot or nothing.
OpenCode can use Copilot natively: https://opencode.ai/docs/providers/#github-copilot
I got Claude Code running with Copilot APIs via the LiteLLM proxy, but it was a pain in the butt. Just use OpenCode.
The CLI tool matters. If you're not using opencode/claude you're missing out. But the latest OpenAI models are really quite good.