le_impl: add direct_connect_add and direct_connect_remove

direct_connections_ and create_connection_timeout_alarms_ should always
be modified together.

This is preparation to get rid of duplicated data structures.

Bug: none
Test: atest bluetooth_test_gd_unit
Flag: exempt, simple refactor, no logic change.
Change-Id: I962ae23a79152aafd91f8bc462497c3d1699d89a