tests: Add missing locks to tests

Summary:
Add missing locks to tests to satisfy lock requirements (such as
EXCLUSIVE_LOCKS_REQUIRED(...) (Clang Thread Safety Analysis),
AssertLockHeld(...) and implicit lock assumptions).

This doesn't clear all the thread sanitizer issues, so running with the
tsan enabled still output a lot of errors.

Backport of core PR11623
Completes T543

Test Plan:

make check

Reviewers: #bitcoin_abc, deadalnix

Reviewed By: #bitcoin_abc, deadalnix

Subscribers: teamcity, schancel

Differential Revision: https://reviews.bitcoinabc.org/D2617