[CLIENT-2417] query.foreach(): have each callback thread set its own as_error object to avoid overriding the main error

[juliannguyen4]

When building the Python client on Windows, statically link against the pthread library so the Python client's C code can make calls to functions in pthread.h. pthread is statically linked twice overall (against the C client and the Python client)

Valgrind shows no memory errors or leaks from these changes
Valgrind massif usage looks ok
Build artifacts passes except for noise in 1 job.

[codecov-commenter]

Codecov Report

❌ Patch coverage is 97.22222% with 1 line in your changes missing coverage. Please review.
✅ Project coverage is 82.07%. Comparing base (7256716) to head (a5abd4b).
⚠️ Report is 17 commits behind head on dev.

Files with missing lines	Patch %	Lines
src/main/query/foreach.c	97.22%	1 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##              dev     #794      +/-   ##
==========================================
+ Coverage   81.92%   82.07%   +0.14%     
==========================================
  Files          99       99              
  Lines       14671    14680       +9     
==========================================
+ Hits        12019    12048      +29     
+ Misses       2652     2632      -20     

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[dwelch-spike]

LGTM!