Logs to be generated which allows correlation of endpoint requests with database connections.

[iainsproat]

We wish to be able to determine which database connections were serving which requests to which endpoints.
The mechanism for recording this should be able to be collected, aggregated, persisted and queried. This likely points to a logging or tracing solution.

Have separated out the tracing component of this work to a separate issue: #1362
Part of wider scope of generally improving our logged messages: #1361