CP-50270: Set the correct parent in make_connection

[GabrielBuica]

Updates the correct parent span when we retrieve a cached connection.

Preveusly, we would call the instrumentation only when we make the connection for the first time. This resulted in seeing the same parent span for all subsequent calls of make_connection. Calling the instrumentation first ensures the correct parent is sent over the headers for all code branches.

[edwintorok]

This probably got lost/broken inbetween refactorings on previous PRs.

In the original code that I used for my experiments it looked like this, which matches the order in this PR:

        from opentelemetry import trace, propagators, baggage
        from opentelemetry.trace.propagation.tracecontext import TraceContextTextMapPropagator
        from opentelemetry.baggage.propagation import W3CBaggagePropagator
        from opentelemetry.sdk.trace import TracerProvider
        ctx = baggage.set_baggage("hello", "world")

        headers = {}
        W3CBaggagePropagator().inject(headers, ctx)
        TraceContextTextMapPropagator().inject(headers, ctx)

        self._extra_headers = []
        for k,v in headers.items():
           self.add_extra_header(k, v)

        # compatibility with parent xmlrpclib.Transport HTTP/1.1 support
        if self._connection and host == self._connection[0]:
            return self._connection[1]

        self._connection = host, UDSHTTPConnection(host)
        return self._connection[1]

The important part is to also have self._extra_headers = [] (otherwise you accumulate a new header every time, and eventually you exhaust max header size), but we have that already too.