Consul agent should fail fast when creating session in remote DC with no node

If the user is creating a session in another DC and doesn't supply a node, then we should probably fail right away rather than try to stuff the local node in there and then forward the request on. We can create a better UX than having a "no node" message from the remote server, and if it works it's probably an accident just because node names match up.

Start by locating the Consul agent path that creates sessions and handles remote data-center requests; the issue names no file or test. Done means a remote-DC session request without a node fails locally before forwarding, while requests that provide a node continue to work.

Written by the indexing model from the issue text.