CI: add GitHub actions for -fsanitze={thread, leak, undefined}

[marehr]

It would be nice to have automated checks for different address sanitizer options.

I'm not sure whether it is better to have an action for each sanitizer or to combine those that can be combined.

According to:

-fsanitize=address

Enable AddressSanitizer, a fast memory error detector. Memory access instructions are instrumented to detect out-of-bounds and use-after-free bugs. [...] The option cannot be combined with -fsanitize=thread or -fsanitize=hwaddress.

we could combine some sanitizer flags for a single use.

https://gcc.gnu.org/onlinedocs/gcc/Instrumentation-Options.html

We could add a new Build Type -DCMAKE_BUILD_TYPE=DEBUG_ASAN or so like we did for -DCMAKE_BUILD_TYPE=Coverage.

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I had some fun with -fsanitize=thread and found some great pointers why my concurrent code didn't work, but it unfortunately produces a lot of "false positives" if it is used with OpenMP.