[ui messages] make application message component works when request has no cnx set and support for explicit message given through render argument

backport stable

[web session] fix session handling so we get a chance to have for instance the 'forgotpwd' feature working on a site where anonymous are not allowed fix several pbs: * we need a session id and a session cookie anyway, else subsequent http queries are unrelated * this imply some changes in the session attribution workflow for session without a cnx * some views/selectors must be fixed for cases where session has no cnx On the way, avoid unnecessary Redirect on successful login. closes #750543