Reimplement the session mode to support Memory engine

[auxten]

Discussed in https://github.com/orgs/chdb-io/discussions/196

^{Originally posted by l1t1 February 7, 2024}

:) create table a engine=Memory as select 1 a;

0.11995077133178711
:) select * from a;
Code: 60. DB::Exception: Table _local.a does not exist. (UNKNOWN_TABLE)

0.11473512649536133
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