gh-98608: Fix Failure-handling in new_interpreter() (gh-102658)

The error-handling code in new_interpreter() has been broken for a while.  We hadn't noticed because those code mostly doesn't fail.  (I noticed while working on gh-101660.)  The problem is that we try to clear/delete the newly-created thread/interpreter using itself, which just failed.  The solution is to switch back to the calling thread state first.

https://github.com/python/cpython/issues/98608