runners/bookmarks: re-add per thread db connection
Partially reverts commit 59983ac0. Create new connection for each thread, instead of sharing one connection.
According to Qt documentation, "A connection can only be used from within the thread that created it. Moving connections between threads or creating queries from a different thread is not supported." (https://doc.qt.io/qt-6/threads-modules.html#threads-and-the-sql-module)
Split from !3740 (merged).