Bluetooth: Host: Rename bt_conn_state_t states for clarity

To make it easier to understand the code, the following was done:
- Use INITIATING/ADV for state names that are exclusive to central
  or peripheral. Previously it was not necessarily clear that the state
  BT_CONN_CONNECTING was for central only by just looking at where
  it was used. The terms INITIATING/ADV were used in favor
  of central and peripheral as these terms also work for SCO connection
  establishment.
- BT_CONN_CONNECTING_SCAN -> BT_CONN_SCAN_BEFORE_INITIATING
  to make it more clear that we are not scanning and connecting at
  the same time. The new name should make it more clear why we are
  scanning - only with the intention to start the initiator later.
- BT_CONN_CONNECTING_AUTO -> BT_CONN_INITIATING_FILTER_LIST.
  This makes it clear that this state is something different than
  BT_CONN_AUTO_CONNECT.

Signed-off-by: Rubin Gerritsen <rubin.gerritsen@nordicsemi.no>