[chore]: Introduce lock check for some functions

[Y--]

Description

Following this comment https://github.com/duckdb/pg_duckdb/pull/415/files#r1837875339 we want to introduce a way to ensure certain non-thread safe functions are indeed called under a lock.

[JelteF]

Another option is to introduce re-entrant (aka recursive) lock and actually take the lock in those functions.