[backport#15758] test: Check that wallet txs not in the mempool are untrusted

Summary:
https://github.com/bitcoin/bitcoin/pull/15758/commits/fad03cd0469c359e14a85bc98eea8a1e1379bd3e

Depends on D6441

Partial backport of Core PR15758

Test Plan:

test_runner.py wallet_balance

Reviewers: #bitcoin_abc, deadalnix

Reviewed By: #bitcoin_abc, deadalnix

Differential Revision: https://reviews.bitcoinabc.org/D6442