Print advisory lock connection information when executing migrations

What does this MR do and why?

When executing migrations print the object id and PG backend pid for the connection used to hold the advisory lock, before and after executing migrations.

Hopefully this will help with investigating https://gitlab.com/gitlab-org/gitlab/-/issues/372881.

Screenshots or screen recordings

Screenshots are required for UI changes, and strongly recommended for all other merge requests.

How to set up and validate locally

See Draft: Demo https://gitlab.com/gitlab-org/gitla... (!112416 - closed).

MR acceptance checklist

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• I have evaluated the MR acceptance checklist for this MR.