MLX: add header vendoring and remove go build tag (#14642)

* prefer rocm v6 on windows

Avoid building with v7 - more changes are needed

* MLX: add header vendoring and remove go build tag

This switches to using a vendoring approach for the mlx-c headers so that Go
can build without requiring a cmake first.  This enables building the new MLX
based code by default.  Every time cmake runs, the headers are refreshed, so we
can easily keep them in sync when we bump mlx versions.  Basic Windows
and Linux support are verified.

* ci: harden for flaky choco repo servers

CI sometimes fails due to choco not actually installing cache.  Since it just speeds up the build, we can proceed without.

* review comments

parser/parser.go

@@ -181,6 +181,9 @@ func fileDigestMap(path string) (map[string]string, error) {
 			}
 
 			if !filepath.IsLocal(rel) {
+				if strings.Contains(rel, ".cache") {
+					return nil, fmt.Errorf("insecure path: %s\n\nUse --local-dir <dir> when downloading model to disable caching", rel)
+				}
 				return nil, fmt.Errorf("insecure path: %s", rel)
 			}