Display proper file name while cancelling transfer

Use Case:
1) Send files in batch from remote to DUT
2) Cancel the transfer in between from either side.
3) Check name of the files in failed tranfer message.

Failure:
Name shown in the failure message is different than actual file
name in batch

Fix:
Save names of all the selected files to be transferred even
before starting of client thread so that names remain intact
in the outbound information even when the batch is cancelled
from initiator.

Bug: 21896912
Change-Id: I42c98721365c4c8acb746d49ba9ceff5b0737b71