When PyGILState_Ensure() is called in a non-Python thread before
PyEval_InitThreads(), only call PyEval_InitThreads() after calling
PyThreadState_New() to fix a crash.

Add an unit test in test_embed.

Enhance also embedded tests, backport from master:

* Add test_pre_initialization_api()
* Set PYTHONIOENCODING environment variable in
  test_forced_io_encoding()

(cherry picked from commit b4d1e1f7)