[dataimport] Properly escape strings sent to COPY FROM (closes #5278743)
See http://www.postgresql.org/docs/9.1/static/sql-copy.html#AEN64296
for escaping codes.
[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.