[SPARK-4037][SQL] Removes the SessionState instance created in HiveThriftServer2

`HiveThriftServer2` creates a global singleton `SessionState` instance and overrides `HiveContext` to inject the `SessionState` object. This messes up `SessionState` initialization and causes problems.

This PR replaces the global `SessionState` with `HiveContext.sessionState` to avoid the initialization conflict. Also `HiveContext` reuses existing started `SessionState` if any (this is required by `SparkSQLCLIDriver`, which uses specialized `CliSessionState`).
This SET command is used as a regression test of SPARK-4037.