Fix threading error leading to boto3 S3 failures

[efedorov-dart]

This PR fixes error with boto3 S3 client during file transfer

RuntimeError: cannot schedule new futures after interpreter shutdown

All created threads have to be joined with starter threads. It will fix s3transfer methods in boto3.

Boto3 issues discussed here:

• Threads calling S3 operations return RuntimeError (cannot schedule new futures after interpreter shutdown) boto/boto3#3113
• can't register atexit after shutdown thrown in Python 3.9 boto/boto3#3221 (comment)
• RuntimeError: cannot schedule new futures after interpreter shutdown boto/s3transfer#197

This issue is actual for python >=3.9
The root Cpython issue: python/cpython#86813