Using --configure-only migrations fails

1. Run drush migrate-upgrade --configure-only
2. Do drush migrate-status
3. See a lot of The specified database connection is not defined: drupal_6

When implemented, the expectation was that --configure-only would be used to generate migration .yml files which would be put into a custom migration module's config/install and run from there. However, many people are running --configure-only and attempting to use the generated migrations immediately in the current environment. This does not work - the database credentials are not saved in the generated configuration entities (intentionally, because you would not normally want to inadvertently commit database credentials to your code repo). They should however be stored in state and the generated migrations should be pointed to the database state key - this does not seem to be working, however.

This will need to be fixed in the 8.x-3.x branch as well.