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GH-38676: [Python] Fix potential deadlock when CSV reading errors out (#38713)

### Rationale for this change

A deadlock can happen in a C++ destructor in the following case:
* the C++ destructor is called from Python, holding the GIL
* the C++ destructor waits for a threaded task to finish
* the threaded task has invoked some Python code which is waiting to acquire the GIL

### What changes are included in this PR?

To reliably present such a deadlock, introduce `std::shared_ptr` and `std::unique_ptr` wrappers that release the GIL when deallocating the embedded pointer.

### Are these changes tested?

Yes.

### Are there any user-facing changes?

No.
* Closes: #38676

Authored-by: Antoine Pitrou <antoine@python.org>
Signed-off-by: Antoine Pitrou <antoine@python.org>