[SQL] Initilize session state before creating CommandProcessor

With the old ordering it was possible for commands in the HiveDriver to NPE due to the lack of configuration in the threadlocal session state.

Author: Michael Armbrust <michael@databricks.com>

Closes #2635 from marmbrus/initOrder and squashes the following commits:

9749850 [Michael Armbrust] Initilize session state before creating CommandProcessor