[3.13] gh-134698: Hold a lock when the thread state is detached in ssl (GH-134724) (#137126)

Lock when the thread state is detached.
(cherry picked from commit e047a35b23c1aa69ab8d5da56f36319cec4d36b8) or really from the 3.14 backport fd565fdfc9c0001900d03d627e2fda83f1bcca90

Co-authored-by: Peter Bierma <zintensitydev@gmail.com>