support.threading_cleanup() log a warning on fail (#1195)

The @reap_threads decorator and the threading_cleanup() function of
test.support now log a warning if they fail to clenaup threads.

Fix also the usage of support.threading_cleanup() in
test_urllib2_localnet.

The log may help to debug such other warning seen on the AMD64
FreeBSD CURRENT Non-Debug 3.x buildbot:

Warning -- threading._dangling was modified by test_logging