mbedtls not safe for multithreaded #3

Hey!
Currently, as far as my understanding goes, with the macro MBEDTLS_THREADING_C not enabled by default, mbedtls will not run in a thread-safe manner. ^[1][2] This in turn causes issues when making multiple requests at once to inconsistently crash at runtime with hard to debug C-land errors, such as double free or corruption (fasttop), segfaults and malloc_consolidate(): unaligned fastbin chunk detected among others.

The way to resolve it would be to enable said macro, alongside MBEDTLS_THREADING_PTHREAD^[2] or, potentially, MBEDTLS_THREADING_ALT^[4] in the case that pthread is, for some reason, not desired.

The fix is a one liner, but I wanted to raise it as an issue first before making a PR for it, due to the following questions:

• Should multithreading be on by default? I believe the best way of introducing it on by default, but with the ability to turn it off with a build option as there are benefits to not enabling it, such as shipping less code and less dependencies.
• Would pthreads break Windows compatibility? This is something I am unable to answer due to not having a Windows machine at hand and not really being knowledgeable on the matter. That being said, we already are linking against pthreads^[5] so I guess this won't be a big issue.

[1] - https://mbed-tls.readthedocs.io/projects/api/en/development/api/file/crypto__config_8h/#c.MBEDTLS_THREADING_C
[2] - https://mbed-tls.readthedocs.io/projects/api/en/development/api/file/crypto__config_8h/#c.MBEDTLS_THREADING_PTHREAD
[3] - https://curl.se/libcurl/c/threadsafe.html#:~:text=mbedTLS%20can%20be%20used%20safely%20in%20a%20multi%2Dthreaded%20environment%20provided%20that%20mbedTLS%20is%20compiled%20with%20MBEDTLS%5FTHREADING%5FC%20enabled%2E
[4] - https://mbed-tls.readthedocs.io/projects/api/en/development/api/file/crypto__config_8h/#c.MBEDTLS_THREADING_ALT
[5] -