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.