test: Replace recursive lock with locking annotations

Summary:
Also, use m_node.mempool instead of the global

This is a partial backport of Core PR17407 : https://github.com/bitcoin/bitcoin/pull/17407/commits/8888ad02e204b0fa7a2ea2cfed2fc3f298cf1623

Depends on D6437

Test Plan:

ninja all check-all

Reviewers: #bitcoin_abc, majcosta

Reviewed By: #bitcoin_abc, majcosta

Differential Revision: https://reviews.bitcoinabc.org/D6438