net: lwm2m: Allow overiding of default socket behaviour

In order to support external IP stacks that might have Connection
ID support, the LwM2M engine should allow client to bypass default
behaviour.

New set_socketoptions() callback added into client context
that allows overriding all socket opetions. This is called
after a socket is opened, but before the connect() is
called. This cannot be combined with load_credentials() callback
on all platforms as for example nRF91 requires modem offline
when credentials are written. This would cause socket to be closed
as well.

Second change is that we allow fine tuning of what we do with
socket handle when QUEUE mode is enabled and engine enters idle
state.

First option would be to close the socket. That would cause
TLS Alert(Close Notify) to be send. This is a band choice if
LTE modem was already in PSM or eDRX power saving mode.

Second option would be to delay socket closing until we
are going to send LwM2M update. There TLS Alert is also send,
but most probably lost due to NAT mapping timed out. This
is a best choice for LTE modem with DTL session cache enabled.

Two new options are to keep socket open, and either stop listening
or just keep listening. Both of these options work fine when
we have DTLS Connection ID support.

Signed-off-by: Seppo Takalo <seppo.takalo@nordicsemi.no>