Enable user to override the default application name sqlcmd puts in the connection string

[stuartpa]

This is related to the other issue on application_name. Where we are looking to set application name to "sqlcmd", but this request go further and asks that the application name may be overriden by the user.

[shueybubbles]

I can see enabling this to be set in pkg\sqlcmd for applications but what benefit would there be for an end-user to set the app name? We would lose our own tracking of the usage, unless we prepend "SQLCMD-" to whatever name the user provides.

[eshmurus]

@grrlgeek is there any hope that this will be implemented?