Bluetooth: Update discovery state earlier in hci_discovery_set_state

In a subsequent patch the hci_update_background_scan() function will
depend on being able to know the current discovery state. For this to be
possible we need to set the new state early in the function. Since we
also need to check what the old state was this patch introduces an extra
variable for tracking it.

Signed-off-by: Johan Hedberg <johan.hedberg@intel.com>
Signed-off-by: Marcel Holtmann <marcel@holtmann.org>