Ensure thread safety where possible

[nalimilan]

It doesn't sound possible to fully ensure CategoricalArray is thread-safe since it would be too costly to take a lock on each read, and probably also on each write. But at least it should be acceptable to take a lock when adding new levels. That level of protection can be useful at least to avoid issues when the first thing that multiple threads do is to add new levels to a CategoricalArray, notably when it's empty and without any levels. As long as the pool isn't mutated after that (like in JuliaData/DataFrames.jl#2588 (comment)) and no thread tries to read in the meantime, everything would be thread-safe.