[session] Avoid deprecation warning on access to Connection.data
this attribute has been deprecated during the session related rework, remove
warning by explicitly storing data in .transaction_data since session data is
not anymore reachable through Connection object.
This will allows simplification of session synchronization hooks in a later
cset.
Also since we do not rely anymore on session data here, we may at some point
rewrite those properties to rely on the ORM instead of such custom caching.