Update whats-new.md

Author: fosteramanda

articles/ai-services/agents/whats-new.md

@@ -15,6 +15,10 @@ ms.custom: azure-ai-agents
 
 This article provides a summary of the latest releases and major documentation updates for Azure AI Agent Service.
 
+## April 2025
+### BYO Thread Storage
+The Standard Agent Setup now supports **Bring Your Own (BYO) thread storage using an Azure Cosmos DB for NoSQL account**. This feature ensures all thread messages and conversation history are stored in your own resources. See the [Quickstart](./quickstart.md) for more information on how to deploy a Standard agent project.
+
 ## March 2025
 
 ### Microsoft Fabric tool