ensure load_connection_file works after self.session is created

only write to config if self.session hasn’t been instantiated,
otherwise write to session attrs.
build new Session auth when either key or scheme changes
add Session to ConnectionFileMixin

it’s used in a few places, so it doesn’t make sense for subclasses to lack it
ConnectionFileMixin is a LoggingConfigurable
test loading connection file after instantiating Session
Merge pull request #5855 from minrk/load-after-session

ensure load_connection_file works after self.session is created