Properly close thread pools

[DomGarguilo]

Looking through the code for thread pools and looking at how the pools are shutdown/not.

A lot of pools were not shut down at all so I addressed those.

Here are some guidelines I had in mind while looking through the code:

• try to always shutdown the pool within a finally block so things are cleaned up regardless
• leverage an existing try block if one exists nearby to reduce churn
• add a shutdown if none existed

I tried to keep the diff relatively small, but will definitely help to review the diff with whitespace ignored since the added try blocks add indentation

I ran all of the touched test files to make sure they all pass.