gh-131185: Use a proper thread-local for cached thread states (gh-132510)

Switches over to a _Py_thread_local in place of autoTssKey, and also fixes a few other checks regarding PyGILState_Ensure after finalization.

Note that this doesn't fix concurrent use of PyGILState_Ensure with Py_Finalize; I'm pretty sure zapthreads doesn't work at all, and that needs to be fixed seperately.