You can use Claude Sonnet with Studio Pro / MAIA-like setups, but you cannot plug it in directly. You need to create a proxy (adapter service) that translates Anthropic-style requests into Azure API calls.
Take a look at:
MXCLI
mxcli is a command-line tool that enables developers and AI coding assistants to read, understand, and modify Mendix application projects. Mendix projects are stored in binary .mpr files that cannot be read or edited as text. mxcli bridges this gap by providing a text-based interface using MDL (Mendix Definition Language), a SQL-like syntax for querying and manipulating Mendix models.
Preface - mxcli Documentation
Mendix 11.10 also allows you to publish MAIA tools to an MCP server directly through the Mendix preferences under the MAIA section.