SNOW-1659276 add multithreading tests to sp env

[sfc-gh-aalam]

1. Which Jira issue is this PR addressing? Make sure that there is an accompanying issue to your PR.

   Fixes SNOW-1659276

2. Fill out the following pre-review checklist:

   • I am adding a new automated test(s) to verify correctness of my new code
     • If this test skips Local Testing mode, I'm requesting review from @snowflakedb/local-testing
   • I am adding new logging messages
   • I am adding a new telemetry message
   • I am adding new credentials
   • I am adding a new dependency
   • If this is a new feature/behavior, I'm adding the Local Testing parity changes.
   • I acknowledge that I have ensured my changes to be thread-safe. Follow the link for more information: Thread-safe Developer Guidelines

3. Please describe how your code solves the related issue.

   Make required tweaks to integ/test_multithreading.py to enable them to run in SP Precommit.

[github-actions]

Seems like your changes contain some Local Testing changes, please request review from @snowflakedb/local-testing

[github-actions]

Seems like your changes contain some Local Testing changes, please request review from @snowflakedb/local-testing

[github-actions]

Seems like your changes contain some Local Testing changes, please request review from @snowflakedb/local-testing

[github-actions]

Seems like your changes contain some Local Testing changes, please request review from @snowflakedb/local-testing

[github-actions]

Seems like your changes contain some Local Testing changes, please request review from @snowflakedb/local-testing

[github-actions]

Seems like your changes contain some Local Testing changes, please request review from @snowflakedb/local-testing

[github-actions]

Seems like your changes contain some Local Testing changes, please request review from @snowflakedb/local-testing

[sfc-gh-aalam]

https://ci-dev-142.int.snowflakecomputing.com/job/PythonStoredProcBuildPrecommitTest/1407/