Remove local CodeQL action (#3978)

* Update codeql-analysis.yml

CodeQL Action v2 will be deprecated on December 5th, 2024. Please update all occurrences of the CodeQL Action in your workflow files to v3. For more information, see https://github.blog/changelog/2024-01-12-code-scanning-deprecation-of-codeql-action-v2/

* remove local codeql

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Co-authored-by: John Jediny <[email protected]>

Author: mgwalker