Add changelog for CAPZ v1.15.1

Author: mboersma

CHANGELOG/v1.15.1.md

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+## Changes by Kind
+
+### Bug or Regression
+
+- Set cluster name label for pre-existing kubeconfig ([#4848](https://github.com/kubernetes-sigs/cluster-api-provider-azure/pull/4848), [@willie-yao](https://github.com/willie-yao))
+
+### Other (Cleanup or Flake)
+
+- Bump CAPI to v1.7.2 ([#4858](https://github.com/kubernetes-sigs/cluster-api-provider-azure/pull/4858), [@mboersma](https://github.com/mboersma))
+
+## Dependencies
+
+### Added
+_Nothing has changed._
+
+### Changed
+- sigs.k8s.io/cluster-api/test: v1.7.1 → v1.7.2
+- sigs.k8s.io/cluster-api: v1.7.1 → v1.7.2
+
+### Removed
+_Nothing has changed._
+
+## Details
+<!-- markdown-link-check-disable-next-line -->
+https://github.com/kubernetes-sigs/cluster-api-provider-azure/compare/v1.15.0...v1.15.1