Validate that state-key is unique when using multiple callbacks of the same type

[awaelchli]

What does this PR do?

If you give two different callback instances with the same state key to the Trainer, they overwrite each other when saving a checkpoint. Only one of two states will actually be in the checkpoint. Hence, the trainer would fail to resume all states correctly (silently).

This PR validates this at the time of the trainer instantiation.

This change is required to continue with an improved version of #15606 to make checkpoint migration better.

Does your PR introduce any breaking changes? If yes, please list them.

If someone was affected by this but weren't noticing it, when they upgrade Lighting they will get a friendly error now. Apart from that change, there are no intended breaking behaviors.

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Did you have fun?

I made sure I had fun coding 🙃

cc @Borda @awaelchli