Don't call application callbacks invoked when connection not established.

If a connection event was sent but failed to establish then the disconnect
callback would be triggered when the application was not yet informed of the connection.

* Cleanup logs and add comments.

src/NimBLEClient.h

@@ -89,6 +89,7 @@ private:
 
     NimBLEAddress           m_peerAddress;
     uint16_t                m_conn_id;
+    bool                    m_connEstablished;
     bool                    m_deleteCallbacks;
     int32_t                 m_connectTimeout;
     NimBLEClientCallbacks*  m_pClientCallbacks;