feat(otelcol/exporter/datadog) Add Datadog exporter wrapper

[polyrain]

PR Description

This PR adds a wrapper around the Datadog Exporter from the opentelemetry-collector-contrib repo. It enables use of the Datadog exporter, which allows Alloy to send telemetry (metrics and traces at this point) to Datadog.

This is useful in migrating a Datadog setup towards a more OSS architecture. By allowing Alloy to talk to Datadog, Alloy can serve a new wedge of users using this proprietary platform and embrace OTel more.

Documentation and more tests need to be added, as well as more scrutiny; I intend on continuing work on this branch to address these over the next few days. This MR has dependency on #711 , hence the large diff 😅

Which issue(s) this PR fixes

Fixes #714

Notes to the Reviewer

PR Checklist

• CHANGELOG.md updated
• Documentation added
• Tests updated
• Config converters updated

[CLAassistant]

All committers have signed the CLA.

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[polyrain]

@wildum I've tested this locally and it works. I'll get onto some documentation tomorrow, but can you look over the code as it is now so I can get some feedback? I need to update the tests to acknowledge the new defaults for the config still as well 😅

[wildum]

Thanks for working on this! I reviewed only the code without checking the defaults and left a few comments. We will also need a config converter for this component (see https://github.com/grafana/alloy/tree/main/internal/converter/internal/otelcolconvert).
Can't wait for Alloy to get its first community component :)

[polyrain]

I've addressed the PR comments and rebased on main, testing locally seems to be working 👍 @wildum can I get another look? I'll add the config converter now

[wildum]

I did another round of review. Good job and thanks for all the efforts. The config for this component is crazy but we are getting close to get it ready!

[clayton-cornell]

I've triggered a rebase to pull in the newly added shared community notifcation. The shortcode for the notification is included in a review suggestion. The rendered output looks like this:

[clayton-cornell]

Some additional doc suggestions:

1. Add the community component shared content at the top of the doc
2. Tidy up the table formatting
3. Remove some extra empty lines and spaces
4. Some other minor syntax/layout suggestions

[clayton-cornell]

Some additional doc suggestions:

1. Add the community component shared content at the top of the doc
2. Tidy up the table formatting
3. Remove some extra empty lines and spaces
4. Some other minor syntax/layout suggestions

[clayton-cornell]

Docs look OK, Approving for docs. If anything else comes up for docs, we can catch it in a new PR :-)

[wildum]

Thanks for your work, we are proud to welcome our first community component contributor!