[C++][CI] Add ThreadSanitizer nightly build

[asfimport]

Reporter: Antoine Pitrou / @pitrou
Assignee: Antoine Pitrou / @pitrou

PRs and other links:

• GitHub Pull Request #9317

_{Note: This issue was originally created as ARROW-11377. Please see the migration documentation for further details.}

[asfimport]

Antoine Pitrou / @pitrou:
Issue resolved by pull request 9317
#9317