net/ucx: Harden async thread state handling

Avoid dereferencing the global async thread context when startup or
teardown did not complete successfully by returning UCS_ERR_NO_ELEM for
operations that require an active thread and by only publishing thread_p
on successful start.

This prevents invalid access paths during async thread error handling.

PR: 293867
Sponsored by: UNIS Labs
MFH: 2026Q2