Add concept of allowed external URLs to config (#36988)

Co-authored-by: Paulus Schoutsen <paulus@home-assistant.io>

tests/components/websocket_api/test_commands.py

@@ -234,6 +234,10 @@ async def test_get_config(hass, websocket_client):
         msg["result"]["whitelist_external_dirs"] = set(
             msg["result"]["whitelist_external_dirs"]
         )
+    if "allowlist_external_urls" in msg["result"]:
+        msg["result"]["allowlist_external_urls"] = set(
+            msg["result"]["allowlist_external_urls"]
+        )
 
     assert msg["result"] == hass.config.as_dict()