Set saved_weights_in_checkpoint immediately after creating model. Also adds test. #2131
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This is a follow-up to "Prevent loading pre-trained encoder weights when loading a trained Ludwig model".
The original issue is that ludwig was loading pre-trained models from huggingface hub at inference time when running in a container.
This also ensures that models saved by versions of Ludwig prior to #1877, or models which encountered an error during training will be restored without fetching a pretrained model from model hub.