phoenixdb ignores cookies set by the server

We saw an issue where phoenixdb was unable to communicate with PQS sitting behind Knox (post KNOX-843). We saw a situation where phoenixdb would try to openConnection() and then call connectionSync(). However, the connectionSync would fail, saying that the connection with the ID we just created doesn't exist.

Reading KNOX-843 a little more closely, we can see that the implementation of the stickiness is dependent on a Knox cookie which Knox will set. Switching over to using the requests.Session seems to fix the issue.