[Python] Fix threading bugs under the free-threaded version related to borrowed references and Pandas initialization

[lysnikolaou]

Describe the bug, including details regarding any error messages, version, and platform.

Sub-issue of #43536.

There's two threading related bugs under the free-threaded build:

• One is related to borrowed references using PySequence_Fast_GET_ITEM, which I'd missed in GH-43536: [Python] Do not use borrowed references APIs #43540.
• The other is related to pandas initialization using multiple threads.

Component(s)

Python

[pitrou]

Issue resolved by pull request 44047
#44047