Add state attribute to aws_dx_connection datasource

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Description

Add state attribute to aws_dx_connection datasource, updated acceptance test and docs to include state

Relations

Closes #33746

Adds acceptance test to PR #38045 by @nikhil-goenka

References

AWS Direct Connect API connectionState attribute

Output from Acceptance Testing

make testacc TESTS=TestAccDirectConnectGatewayDataSource_basic PKG=directconnect

make: Verifying source code with gofmt...
==> Checking that code complies with gofmt requirements...
TF_ACC=1 go1.23.5 test ./internal/service/directconnect/... -v -count 1 -parallel 20 -run='TestAccDirectConnectGatewayDataSource_basic'  -timeout 360m -vet=off
2025/02/26 19:44:50 Initializing Terraform AWS Provider...
=== RUN   TestAccDirectConnectGatewayDataSource_basic
=== PAUSE TestAccDirectConnectGatewayDataSource_basic
=== CONT  TestAccDirectConnectGatewayDataSource_basic
--- PASS: TestAccDirectConnectGatewayDataSource_basic (27.31s)
PASS
ok      github.com/hashicorp/terraform-provider-aws/internal/service/directconnect      27.499s

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