Split SetActiveScriptPubKeyMan into Add/LoadActiveScriptPubKeyMan

Summary:
Remove the memonly bool and follow the Add and Load pattern we use
everywhere else.

This is a backport of core#19046 [2/3]
https://github.com/bitcoin/bitcoin/pull/19046/commits/d9cd095b5965fc20c09f401370e7ba99446663e3

Depends on D9630

Test Plan: ninja all check-all

Reviewers: #bitcoin_abc, majcosta

Reviewed By: #bitcoin_abc, majcosta

Differential Revision: https://reviews.bitcoinabc.org/D9631