Various fixes for loading indicator

[philippjfr]

Fixes #4911

[codecov]

Codecov Report

Merging #4915 (920422e) into main (f8770f3) will decrease coverage by 41.76%.
The diff coverage is 100.00%.

❗ Current head 920422e differs from pull request most recent head a1d7832. Consider uploading reports for the commit a1d7832 to get more accurate results

@@             Coverage Diff             @@
##             main    #4915       +/-   ##
===========================================
- Coverage   82.65%   40.89%   -41.76%     
===========================================
  Files         270      270               
  Lines       38141    38144        +3     
===========================================
- Hits        31526    15600    -15926     
- Misses       6615    22544    +15929     

Flag	Coverage Δ
ui-tests	40.89% <100.00%> (+<0.01%)	⬆️
unitexamples-tests	?

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Impacted Files	Coverage Δ
panel/io/server.py	43.22% <ø> (-29.04%)	⬇️
panel/io/convert.py	72.18% <100.00%> (+0.10%)	⬆️
panel/io/loading.py	100.00% <100.00%> (ø)
panel/io/resources.py	66.30% <100.00%> (-20.79%)	⬇️
panel/links.py	22.30% <100.00%> (-60.59%)	⬇️
panel/tests/ui/io/test_convert.py	93.38% <100.00%> (-2.48%)	⬇️

... and 173 files with indirect coverage changes

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