Bluetooth: Reorganize set_connectable HCI command sending

This patch moves all the decisions of which HCI commands to send (or not
to send) to the code between hci_req_init() and hci_req_run() this
allows us to further extend the request with further commands but still
keep the same logic of handling whether to return a direct mgmt response
in the case that no HCI commands were sent.

Signed-off-by: Johan Hedberg <johan.hedberg@intel.com>
Signed-off-by: Marcel Holtmann <marcel@holtmann.org>