Fix exception in CaptainAgent when using LLMConfig

[kumaranvpl]

Why are these changes needed?

Related issue number

Closes #1446

Checks

• I've included any doc changes needed for https://docs.ag2.ai/. See https://docs.ag2.ai/docs/contributor-guide/documentation to build and test documentation locally.
• I've added tests (if relevant) corresponding to the changes introduced in this PR.
• I've made sure all auto checks have passed.

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

❗ There is a different number of reports uploaded between BASE (338f89b) and HEAD (4acb2d8). Click for more details.

HEAD has 4653 uploads less than BASE

Flag	BASE (338f89b)	HEAD (4acb2d8)
3.9	297	0
ubuntu-latest	492	1
optional-deps	552	0
commsagent-slack	35	0
commsagent-discord	36	0
3.10	370	0
commsagent-telegram	35	0
3.13	330	0
core-without-llm	56	1
macos-latest	408	0
3.11	204	1
browser-use	16	0
3.12	141	0
windows-latest	442	0
jupyter-executor	35	0
graph-rag-falkor-db	24	0
twilio	36	0
retrievechat-pgvector	35	0
retrievechat	55	0
retrievechat-mongodb	37	0
retrievechat-qdrant	53	0
interop-crewai	34	0
docs	23	0
interop-pydantic-ai	36	0
websockets	36	0
crawl4ai	39	0
interop	39	0
interop-langchain	36	0
ollama	55	0
gpt-assistant-agent	11	0
teachable	13	0
agent-eval	4	0
gemini	57	0
llama-index-agent	11	0
websurfer	60	0
bedrock	54	0
cerebras	56	0
long-context	12	0
retrievechat-couchbase	9	0
anthropic	61	0
lmm	13	0
mistral	54	0
cohere	58	0
groq	55	0
together	55	0
swarm	55	0
integration	12	0
core-llm	9	0
neo4j	2	0
captainagent	1	0
autobuild	1	0
deepseek	1	0
openai	1	0
gemini-realtime	1	0
falkordb	2	0
openai-realtime	1	0

Files with missing lines	Coverage Δ
autogen/llm_config.py	86.36% <100.00%> (-1.19%)	⬇️
autogen/oai/client.py	53.16% <100.00%> (-24.39%)	⬇️

... and 68 files with indirect coverage changes

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