CI: Add Memory and Thread Sanitizer jobs

Marked as draft as this depends on !4059 (merged).

Handle various memory sanitizer leaks that we should ignore (they were mostly non fatal anyways) and make sure we run all the tests with it (including the one preloading libraries), then add a (manual / scheduled) CI job that checks ensures that everything is green.

Then... Handle thread sanitizer case too, which is sadly way worse than #1672 stated... 😢 So mark all the failing or flacky tests as can_fail so that we can still test them without breaking the ones that are more stable.

Probably, given the situation we could have just ran all the tests in CI without checking the return value, but I think it's still better having a list of things to fix in code and to be able to catch regressions better.

Related fixes are part of:

• !4484
• !4487 (merged)
• !4488 (merged)
• !4489 (merged)
• !4490 (merged)

Closes #3356