Bluetooth: Add support for connect failed management event

This patch add a new connect failed management event to track failures
in connecting to remote devices. It is particularly useful for security
mode 3 scenarios when we don't have a connected state while pairing but
still need to detect when the connect attempt failed.

Signed-off-by: Johan Hedberg <johan.hedberg@nokia.com>
Signed-off-by: Gustavo F. Padovan <padovan@profusion.mobi>