Add debug logging for which adapter is used to connect bluetooth devices

[bdraco]

Proposed change

This is a debug logging improvement to help users find problems with their setup

Type of change

• Dependency upgrade
• Bugfix (non-breaking change which fixes an issue)
• New integration (thank you!)
• New feature (which adds functionality to an existing integration)
• Deprecation (breaking change to happen in the future)
• Breaking change (fix/feature causing existing functionality to break)
• Code quality improvements to existing code or addition of tests

Additional information

• This PR fixes or closes issue: fixes #
• This PR is related to issue:
• Link to documentation pull request:

Checklist

• The code change is tested and works locally.
• Local tests pass. Your PR cannot be merged unless tests pass
• There is no commented out code in this PR.
• I have followed the development checklist
• I have followed the perfect PR recommendations
• The code has been formatted using Black (black --fast homeassistant tests)
• Tests have been added to verify that the new code works.

If user exposed functionality or configuration variables are added/changed:

• Documentation added/updated for www.home-assistant.io

If the code communicates with devices, web services, or third-party tools:

• The manifest file has all fields filled out correctly.
  Updated and included derived files by running: python3 -m script.hassfest.
• New or updated dependencies have been added to requirements_all.txt.
  Updated by running python3 -m script.gen_requirements_all.
• For the updated dependencies - a link to the changelog, or at minimum a diff between library versions is added to the PR description.
• Untested files have been added to .coveragerc.

To help with the load of incoming pull requests:

• I have reviewed two other open pull requests in this repository.

[jpbede]

I've tested this and it works as expected. Thank you 👍.

[bdraco]

Thanks for testing 👍

[frenck]

Picked this into the milestone, as it resolved a merge conflict with #104150