Ensure members are initialized before attaching event handlers

[jnyrup]

Inspired by #2218 I found some more places, where we attach event handlers, before initializing instance members used by the event handlers.

Note, I haven't investigated if these scenarios can happen in practice, so this is a better-safe-than-sorry change.

Connection.ctor
    attaching Transport_Closed
        Close(string closeReason)
            using _sessions
            using _callbacks
            using MessageQueue

    initialize _callbacks
    initialize _sessions
    initialize MessageQueue

Worker.ctor
    attaching OnMessageReceived
        OnExecutionContextCreated(RuntimeExecutionContextCreatedResponse e)
            using _executionContextCallback
    initialize _executionContextCallback