Support only 1 auth at a time

[zeenix]

In most cases (I'd say at least 95%), you just want to use EXTERNAL auth but when not, you want to use COOKIE auth so it's basically known which auth to use and zbus can decide automatically for a majority of cases (where user doesn't specify the auth). If user specifies the auth mechanism to use, IMO it's a special case and I think it's fine to only allow them to set one.

Doing so, will allow us to better pipeline the handshake process since we'll no longer have to do any ping-pong with the server anymore and send all commands (and hopefully Hello method too) in one go (reducing the context switching and syscalls).

This also would make #726 and #727 unnecessary.