Bluetooth: Support for multiple connectable advertising sets with different identities.

[kapi-no]

Is your enhancement proposal related to a problem? Please describe.
BLE Extended Advertising API lets the user have two different advertising sets running simultaneously. There is one limitation: you can have only one of the two advertising sets configured as connectable. Otherwise, the bt_le_ext_adv_start API will fail, because le_adv_start_add_conn function in the HCI Core source file returns ENOTSUP error:
https://github.com/zephyrproject-rtos/zephyr/blob/master/subsys/bluetooth/host/hci_core.c#L8102

Describe the solution you'd like
Remove the limitation, described above and let the stack users have more than one connectable advertising set running at the same time.

Describe alternatives you've considered
None so far

Additional context
I prepared the minimal BLE sample to test this behaviour:
kapi-no@892b75f
Please configure both advertising sets as connectable if you want to observe the described limitation.