Merge connection configurations across setting scopes

[stefanrybacki]

Is your feature request related to a problem? Please describe.
VSCode provides different setting scopes (settings.json files), i.e. user, workspace, remote, etc.
However, the available connections are only taken from the settings with the highes precedence.

Describe the solution you'd like
While this behaviour is good and desired for most settings, I'd prefer the option to merge connection presets across scopes, meaning also provide connections defined, e.g. in user settings.
The problem is, sometime I have local databases I want to use but do not want to put connection in workspace settings.json, as this json is version controlled and my local connections do not make sense on another devs machine.