EDIT:
My earlier answer (following this edit) describes the use of the PointsToPaths tool, which has inexplicably been removed from the Plugins repository, after having been updated to 3.x (https://github.com/chiatt/pointstopaths). More's the pity.
Fortunately, however, there is a functionally equivalent alternative:
How to to create lines from points where the point attributes are transferred to the line segments?
Oprionally, if a user absolutely required the PointsToPaths tool, they could download a separate install of the last version of QGIS 2.x (2.18.28), and then install the 2.x version of the PointsToPaths plugin.
End of edit......
Use the QGIS PointsToPaths plugin (note the plural "paths"). It will create a separate line segment for each sequential pair of points. Additionally, each new line segment will contain the attributes from the two points that defined it. For details, see my answer at:
Creating line layer from point layer with start and end attributes in QGIS