Make space in the session pickle for chain index

Keeping track of the chain index is a useful thing to do, but is only required
if we've enabled diagnostics. Extend the session pickle format to make a space
for it, so that pickles can be transferred between the logging_enabled branch
and the master branch without loss of information.

Also add some tests for session pickling which explicitly check that we can
unpickle both formats of pickle.

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