More connection cache accesses are protected by locks.

CONNCACHE_* is a beter prefix for the connection cache lock macros.

Curl_attach_connnection: now called as soon as there's a connection
struct available and before the connection is added to the connection
cache.

Curl_disconnect: now assumes that the connection is already removed from
the connection cache.

Ref: #4915
Closes #5009

Closes #4709

This is the common pattern used in the code and by a unified approach we
avoid mistakes.

Closes #4534

We use "conn" everywhere to be a pointer to the connection.

Introduces two functions that "attaches" and "detaches" the connection
to and from the transfer.

Going forward, we should favour using "data->conn" (since a transfer
always only has a single connection or none at all) to "conn->data"
(since a connection can have none, one or many transfers associated with
it and updating conn->data to be correct is error prone and a frequent
reason for internal issues).

Closes #3442

Approved-by: Daniel Gustafsson
Closes #2937