Fixed various issues of Yii2 module and connector

* Fixed cookie issue as described in https://github.com/yiisoft/yii2/commit/a82281a8f9a16f0a23352b23037e7169561aa8b9
* Fixed URL issue as described in https://github.com/yiisoft/yii2/issues/1604
* Refactored Yii2 module and connector by replacing the `entryScript` and `url` options with a single `configFile` option.