Mark the session as not running on any Exception

[otbutz]

Part of #2647

[rzo1]

The widened catches help, but they aren't enough on their own: once the session start is rejected, the reconnect in ActiveMQEndpointWorker.connect() is rejected by the same saturated work manager, and the endpoint gives up for good. I posted a test that reproduces this, RejectedWorkRecoveryTest, in #2647 (comment). It might be worth adding it to this PR together with a retry in connect().