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ARROW-7679: [R] Cleaner interface for creating UnionDataset

* `open_dataset()` and `Dataset$create()` are merged
* `open_dataset()` can now take a list of Datasets, so you don't have to create DatasetFactories yourself to create a UnionDataset.
* A method for `c()` is added so you can create a UnionDataset like `union_ds <- c(ds1, ds2)`
* ReplaceSchema is wired up as the assignment method for the dataset `$schema` active binding: `ds$schema <- new_schema` to replace
* Various unrelated improvements to string/filename input validation
* Also unrelated change to make all `use_threads` follow the global option

Closes #6887 from nealrichardson/union-dataset

Authored-by: Neal Richardson <neal.p.richardson@gmail.com>
Signed-off-by: Neal Richardson <neal.p.richardson@gmail.com>