Stabilize threads handling in lib

[ataffanel]

Threads in the lib are not always closing when the Crazyflie disconnects. this is causing an issue when running a program for a long time connecting multiple times like in test rigs.

This issue is about fixing the current code to get on a stable state before further refactoring.

[gemenerik]

Since we are discussing a broader reworking of the lib, this is much easier to do as part of that effort than as a separate refactor now. Removed the priority label.