Investigate thread safety

[gijzelaerr]

at the moment we are not thread safe when sharing connections or cursors. This is okay, the DBAPI allowes it, as long as as the .threadsafety parameter is set correctly:

https://www.python.org/dev/peps/pep-0249/#threadsafety

which we do. But ideally we are also threadsafe when sharing connections and cursors.