Add support for multiple advertising set. Move the advertising state
flags to be per advertising set and loop over advertising sets instead
of looking up legacy advertiser set or handle 0.
Since it is not certain that the advertising set terminated event can
arrive directly after the connection complete event there is currently
a limitation that there can only be one local identity used by
connectable advertisers at a time. This guarantees that we know
the local identity being used in the connection complete event.
Signed-off-by: Joakim Andersson <joakim.andersson@nordicsemi.no>