Use thread-local locale.

setlocale() affects the whole process, not just the current thread
as I assumed; uselocale() (available since glibc 2.3, so basically
forever) is per-thread, and also conveniently seems to avoid the
issue of the returned pointer being destroyed (unless the driver
uses the return value of uselocale() as a base, which I really hope
it doesn't).

I'm slightly worried that since this overrides setlocale(), buggy drivers
might get confused when they try to do setlocale() and something else
overrides that precedence, but hopefully this shouldn't be a case.

Also add a unit test for locale handling while we're at it. It doesn't
test multi-threaded behavior, though, only the simple case.

Reported by Christophe Thommeret.