gdb: clean up some inefficient std::string usage

This commit:

  commit 53cf95c3
  Date:   Wed Dec 14 14:17:44 2022 +0000

      gdb: make more use of make_target_connection_string

Introduced a couple of inefficient uses of std::string, both of which
are fixed in this commit.

There should be no user visible changes after this commit.

Approved-By: Simon Marchi <simon.marchi@efficios.com>