Implemented as part of ENG-10603
default_on_db_open_callback was a huge blocker to move some code around and to make some fields non-static. It was needed only on native, so it was moved to NativeSQLiteConnectionManager as onDatabaseOpen.
initializeConnection was converted to be pure virtual to provide platform-specific implementation on each platform (they're different). To avoid code duplication, createConnection was introduced, but note that this is only an utility; caching dbConnection was moved to derived classes.
Depends on D14662