ASHA: Enhance ASHA connection flow

1) Move set PHY and set data length action before creating BLE CoC
   connection.
2) Open session when the connection update completed
3) Make sure the phy is 2M if remote support PHY 2M.

Tag: #feature
Bug: 226039608
Bug: 221061656
Bug: 231095722
Test: manual
Change-Id: Ia71fee66ff914e2eb352daa3c4b78dace0412ded