Allow auth config to be kept in an independent config file (or maybe even add conf.d subfolder support)

[frittentheke]

What did you expect to see?

With the recent (very much appreciated change) to split of auth and modules config (#859), I would like to propose adding support for splitting them between two different files.
Since modules are usually auto-generated / rendered into snmp.yml, but the auth section is likely something configured manually or statically, having two files would make this a easier to handle in automation / config-management.

Another approach could be to support the conf.d pattern and allow for all of the config to be distributed in multiple config files. Something like Prometheus did for scrape configs (prometheus/prometheus#8543). This would then allow to also place configs for individual modules into separate files.

[SuperQ]

Duplicate of #628