virAdmConnect was named after virConnect, but after some discussions,
most of the APIs called will be working with remote daemon and starting
them virAdmDaemon will make more sense.  Only possibly controversal name
is CloseCallback (de)registration, and connecting to the daemon (which
will still be Open/Close), but even this makes sense if one thinks about
the daemon being opened and closed, e.g. as file, etc.

This way all the APIs working with the daemon will start with
virAdmDaemon prefix, they will accept virAdmDaemonPtr as first parameter
and that will better suit with other namings as well (virDomain*,
virAdmServer*, etc.).

Because in virt-admin, the connection name does not refer to a struct
that would have a connect in its name, also adjust 'connname' in
clients.  And because it is not used anywhere in the vsh code, move it
from there into each client.
Signed-off-by: NMartin Kletzander <mkletzan@redhat.com>