bpo-37788: Fix reference leak when Thread is never joined (GH-26103)

bpo-37788: Fix reference leak when Thread is never joined (GH-26103)

When a Thread is not joined after it has stopped, its lock may remain in the _shutdown_locks set until interpreter shutdown.  If many threads are created this way, the _shutdown_locks set could therefore grow endlessly.  To avoid such a situation, purge expired locks each time a new one is added or removed.