[lldb/testsuite] Rewrite TestThreadLocal.py

It was an inline test before. Clang stopped emitting line information
for the TLS initialization and the inline test didn't have a way to
break before it anymore.

This rewrites the test as a full-fldeged python test and improves the
checking of the error case to verify that the failure we are looking
for is related to the TLS setup not being complete.