Fix the order of the before_request functions
    
    Local authentication needs to call _check_session_cookie before the
    request is ran but that call requires a session to connect to the
    database with and that is done in set_request so instead of ensuring
    _check_session_cookie is always run first, make it be after set_request.
    
    Signed-off-by: Pierre-Yves Chibon <pingou@pingoured.fr>