[lldb] Add SBBreakpointLocation::SetCallback

* Include SetCallback in SBBreakpointLocation, similar as in SBBreakpoint.
* Add test_breakpoint_location_callback test as part of TestMultithreaded.

Reviewed By: werat, JDevlieghere

Differential Revision: https://reviews.llvm.org/D133689



Co-authored-by: Andy Yankovsky <weratt@gmail.com>