[24.0] Apply exec options to connection

[jdavcs]

Fix bug introduced in #15496 (execution options were dropped)

Here we directly assign execution options to the connection object (unlike the previous version where they were passed as a dictionary). Note that unlike in SQLAlchemy 2.0, this method does NOT modify the connection in-place, which is why we use the returned value.

FOLLOW-UP: After this is merged, a follow-up PR should handle this:

• For SQLAlchemy 2.0 (galaxy 24.1): we don't need the copy of the connection: the method modifies the connection in-place (ref)

How to test the changes?

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• I've included appropriate automated tests.
• This is a refactoring of components with existing test coverage.
• Instructions for manual testing are as follows:
  1. [add testing steps and prerequisites here if you didn't write automated tests covering all your changes]

License

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