[connection] provide some missing documentation bits
The previous changesets remove information about session data and transaction data.
We provide the necessary entries in the docstring of the Connection class.
Related to #3933480.
[repoapi,session] remove all session-as-cnx backward compat
The `dbapi` being gone, we now can drop the session object
bw-compatibility layer. This will allow further simplifications, such
as folding ClientConnection and Connection (without too much pain),
and then having persistent sessions.
Related to #3933480.