Collections: pass state into keygen

[josephjclark]

Summary

This PR passes state into the keygen function (see release notes in the PR).

I've also added richer error handling if the keygen function doesn't return a string, which should catch attempts to use lazy state

Fixes #852

This is technically a breaking change but we're also pre-release and it's a very niche corner of the API (I don't think index actually has any value, I only pass it on for the sake of it).

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Review Checklist

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• Does the PR do what it claims to do?
• If this is a new adaptor, added the adaptor on marketing website ?
• Are there any unit tests?
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