Use ContextVar instead of threading.local()

[cbensimon]

Closes #5623

Also add gr.Request in the new LocalContext

[gradio-pr-bot]

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[gradio-pr-bot]

🦄 change detected

This Pull Request includes changes to the following packages.

Package	Version
gradio	patch

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Use ContextVar instead of threading.local()

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[cbensimon]

✅ New test is actually failing when reverting the fix : https://github.com/gradio-app/gradio/actions/runs/6250289188/job/16968822471?pr=5625#step:15:82

[aliabid94]

Tested, works great! Thanks @cbensimon!

[abidlabs]

Thanks @cbensimon and @aliabid94!