[connection] move hook control logic on Connection The _hook_control context manager now operate on connection. We have to keep a specific entry point in Session to ensure Connection object are properly cleaned up when using session to "manage" Connection live cycle. Related to #2503918

[session] update _hook_control docstring

[connection] reinstall cnx.data as cnx.transaction_data Too much code expects self._cw.data to be session data. backout 9b2f68916474 Related to #2503918 Related to #2912807

[connection] give access to is_internal_session boolean Needed if we are to use this object like we currently do with session. Related to #2503918