Fix obj.save() when threading is enabled

[maximlt]

Fixes #5957

.save() internally calls with config.set(embed=True), and config.set() stores the original values of all the config Parameters plus their overrides, to reset them later when the context manager exits. This leads to config.__setattr__ being called quite a lot and I noticed that while nthreads was declared in config._globals, setting _nthreads would still go through the code path that sets up config._session_config. This change deals with such case, i.e. when the string declared in config._globals is not a reference to the parameter name itself (e.g. admin_plugins) but to its property (e.g. nthreads, comms).

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Comparison is base (6690bd3) 84.36% compared to head (32451d8) 84.65%.
Report is 1 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #5993      +/-   ##
==========================================
+ Coverage   84.36%   84.65%   +0.28%     
==========================================
  Files         291      291              
  Lines       43452    43471      +19     
==========================================
+ Hits        36660    36800     +140     
+ Misses       6792     6671     -121     

Flag	Coverage Δ
ui-tests	40.81% <14.28%> (+<0.01%)	⬆️
unitexamples-tests	72.74% <100.00%> (+0.27%)	⬆️

Flags with carried forward coverage won't be shown. Click here to find out more.

☔ View full report in Codecov by Sentry.
📢 Have feedback on the report? Share it here.