Bluetooth: Refactor existing connection states

Applies new bt_conn_set_state() internal API that now participate in
tracking connections. It concerns only connected and disconnected
events from controller.
Remove bt_conn_del() internal API.

Change-Id: Ic8da46785a7b5e19cae2186047e84e1a5a45a78a
Signed-off-by: Arkadiusz Lichwa <arkadiusz.lichwa@tieto.com>