Should we use a new connection while moving shards

Currently we force a new connection for each colocated shard move but this might not be necessary, we should think about this and possibly re-use the same connections so that we don't get an error while opening a new connection. See the comment: https://github.com/citusdata/citus/pull/4967#pullrequestreview-655422852

Start with the linked review comment on pull request 4967 and trace the code responsible for moving colocated shards and opening connections. Determine whether connection reuse is safe and what error the current behavior causes; done requires a decided approach and corresponding validation for shard moves.

Written by the indexing model from the issue text.