This commit changes the ThreadContext to just use a regular ThreadLocal
over the lucene CloseableThreadLocal. The CloseableThreadLocal solves
issues with ThreadLocals that are no longer needed during runtime but
in the case of the ThreadContext, we need it for the runtime of the
node and it is typically not closed until the node closes, so we miss
out on the benefits that this class provides.

Additionally by removing the close logic, we simplify code in other
places that deal with exceptions and tracking to see if it happens when
the node is closing.

Closes elastic#42577