Add support for local connect terminal context

[tchaton]

What does this PR do?

This PR adds support for having a terminal-based context for the LightningCLI. This works by adding the paren pid in the connection folder.

Furthermore, every time a command runs, it will clean out the dead connections.

Fixes #<issue_number>

Does your PR introduce any breaking changes? If yes, please list them.

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cc @Borda

[awaelchli]

Solid UX improvement!

[lantiga]

Awesome! Approving pending addition of psutil

[Borda]

The CI shall be fixed with #15259