[3.13] gh-122187: Avoid TSan reported race in `run_udp_echo_server` (GH-122189) (#122263)

gh-122187: Avoid TSan reported race in `run_udp_echo_server` (GH-122189)

TSan doesn't fully recognize the synchronization via I/O, so ensure that
socket name is retrieved earlier and use a different socket for sending
the "STOP" message.
(cherry picked from commit 2f74b709b637cad7a9c18a2d90b0747823f2ff51)

Co-authored-by: Sam Gross <colesbury@gmail.com>