Bluetooth: Replace BT_DBG with bt_dev_dbg for management support

The majority of management interaction are based on a controller index
and have a hci_dev associated with it. So use bt_dev_dbg to have a clean
way of indentifying the controller the debug message belongs to.
Signed-off-by: NMarcel Holtmann <marcel@holtmann.org>
Signed-off-by: NJohan Hedberg <johan.hedberg@intel.com>