[testing] Clean up Exception handling in threads

[jan-janssen]

Python implements:

threading.excepthook(args, /)
Handle uncaught exception raised by [Thread.run()](https://docs.python.org/3/library/threading.html#threading.Thread.run).

The args argument has the following attributes:

exc_type: Exception type.
exc_value: Exception value, can be None.
exc_traceback: Exception traceback, can be None.
thread: Thread which raised the exception, can be None.
If exc_type is [SystemExit](https://docs.python.org/3/library/exceptions.html#SystemExit), the exception is silently ignored. Otherwise, the exception is printed out on [sys.stderr](https://docs.python.org/3/library/sys.html#sys.stderr).

If this function raises an exception, [sys.excepthook()](https://docs.python.org/3/library/sys.html#sys.excepthook) is called to handle it.

So most likely this is better than the current RaisingThread implementation.