.NET: [BREAKING] Rename AgentThread to AgentSession (#3430)
* Rename AgentThread to AgentSession
* Add more renames
* Update readme files
* Revert nullable variable change and further fixes.
* Revert change in header name
* Fix some comments and tests
* Update changelog.
* Address PR feedback.
* Fixing code review comments.
* Fix new errors after merging latest code.
westey