When a VCL is in the COOLING state it is supposed to delete the director
that was being added, but at the same time when a VBE backend fails to
be added as a director it would also undo itself.

This is in general a code path very hard to reach because either this
happens in a worker and the opportunistic check always kicks in to hide
the problem or this is done asynchronously (e.g. non-blocking lookups to
create dynamic backends) and the race window is very small. In order to
solve this the opportunistic check is skipped in VTC mode.

The test coverage with vmod_debug is done synchronously to make things
easier, but for this reason vbe_destroy can no longer expect to only run
in the CLI thread.

This is inspired by a similar patch by Martin for a different branch,
since VRT_AddDirector deletes the backend upon failure, everything needs
to be set up beforehand.

We have to tolerate backend creation attempts in a COOLING VCL because
in the asynchronous case the VCL temperature will change before COLD
events are dispatched so there's no way to prevent a race.

Closes #3176