Minor improvement: make session config loading easier to understand

[jamie256]

Description

Because our default session creation logic in get_or_create_session() looks for specially named files, it can be tricky to debug what configuration is loaded and from where it is loaded if you happen to have one of those files edited. Adding a few more log statements to avoid needing a debugger to answer questions about what configuration was loaded and where it is defined.

General Checklist

• Tests added for this feature/bug
  if it was a bug, test must cover it.
• Conform by the style guides, by using formatter
• Documentation updated
• (optional) Please add a label to your PR

[coveralls]

Pull Request Test Coverage Report for Build 1589525350

Warning: This coverage report may be inaccurate.

This pull request's base commit is no longer the HEAD commit of its target branch. This means it includes changes from outside the original pull request, including, potentially, unrelated coverage changes.

• For more information on this, see Tracking coverage changes with pull request builds.
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• For a quick fix, rebase this PR at GitHub. Your next report should be accurate.

Details

• 6 of 6 (100.0%) changed or added relevant lines in 1 file are covered.
• No unchanged relevant lines lost coverage.
• Overall coverage increased (+0.01%) to 80.145%

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Totals
Change from base Build 1589490745:	0.01%
Covered Lines:	3731
Relevant Lines:	4521

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💛 - Coveralls