Use `delete_client` wherever required

[KShivendu]

We recently introduced delete_client in the base client classes for adding pgvector in #91. We need to check if there are other places where this can help.

e.g. replace closable classes of OpenSearch and elastic with delete_client functionality (and check if it works fine)

[LukasWestholt]

Shouldn't the method also be called in the case of __del__?

So for example client.py:

class BaseClient:
    def __del__(self):
        self.delete_client()

Or at least in the try...catch block of run.py?