Description of problem:
We have been reported about cases where the consumer is orphaned from their sessions and connections

The only scenario so far I could see this happening was while blocking on HORNETQ-1379, or in case of an exception during a close (that I couldn't find in any logs, but I'm playing with that possibility anyways).

As a fix we should make sure we only remove connections and sessions at the end of the loop, and making sure we are resilient about failures on consumer.close();

A ByteMan test should be added to verify this issue

Version-Release number of selected component (if applicable):


How reproducible:

We couldn't naturally reproduce the issue, but we created a Byteman test that will be part of the commit


Steps to Reproduce:

it will be part of the testsuite. just run the testsuite