Allow path in dbapi connect

[nevinpuri]

Just as you can pass a path argument to the dbapi.connect() function (enabling persistency). This will allow similar functionality as the Session api already provides, but using the dbapi.

Changelog category (leave one):

• Improvement

Changelog entry (a user-readable short description of the changes that goes to CHANGELOG.md):

Added path parameter to dbapi

Documentation entry for user-facing changes

• Not sure this requires a documentation entry, but here it is:
  path: the folder path to use for database data on disk.
• Documentation is written (mandatory for new features)

Information about CI checks: https://clickhouse.com/docs/en/development/continuous-integration/

[CLAassistant]

All committers have signed the CLA.

[nevinpuri]

Don't merge yet, I just realized this change isn't fully working

[nevinpuri]

I've updated all the code. Should work but I haven't tested.

[auxten]

Please add tests for your modification.
Also, there is a CLA need to sign.

[nevinpuri]

@auxten I have added a test. It all should work now 👍

[auxten]

Fixing some test issue
organizations-2000000.zip link expired. Just use
organizations-500000.zip