[issue37526] Add support.catch_threading_exception()

[STINNER Victor]

New submission from STINNER Victor <vstinner at redhat.com>:

bpo-1230540 added threading.excepthook() to handle "uncaught exceptions raised by Thread.run()".

I propose to add support.catch_threading_exception(): context manager to ease catching these exceptions.

Attached PR implements it.

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components: Tests
messages: 347540
nosy: vstinner
priority: normal
severity: normal
status: open
title: Add support.catch_threading_exception()
versions: Python 3.9

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Python tracker <report at bugs.python.org>
<https://bugs.python.org/issue37526>
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