Use object returned from add_p2p_connection to refer to
p2ps. Add a test class attribute if it needs to be used across
many methods. Don't use the p2p property.
The interfaces for the methods wait_for_header() and wait_for_merkleblock() are
changed to take a hex string instead of an integer, improving type safety and
removing the burden from the caller to always do the transformation via
`int(...)`. As suggested by MarcoFalke in
https://github.com/bitcoin/bitcoin/pull/18593#discussion_r407062253
gzhao408