Avoid persisting ShutdownComplete after thread shutdown

[etraut-openai]

Why

Fixes #19475.

codex exec can finish successfully and then emit an ERROR on stderr:

failed to record rollout items: thread <id> not found

That happens because shutdown closes the live thread writer before emitting ShutdownComplete. The terminal event was still using the normal send_event_raw path, so it tried to append rollout items through a recorder that had already been removed. The answer is correct, but wrappers that treat stderr as failure can retry completed exec runs.

This looks like a likely recent regression from #18882, which routed live thread writes through ThreadStore and added the shutdown-time live writer close. I have not bisected this, so the PR treats #18882 as the likely source based on the affected shutdown code path rather than a proven first-bad commit.

What Changed

ShutdownComplete now bypasses rollout persistence after thread shutdown and is delivered directly to clients. The shutdown path still records the protocol event in the rollout trace before delivery, preserving trace visibility without attempting a post-shutdown thread-store append.

The change also adds a regression test with the in-memory thread store to assert that shutdown creates and shuts down the live thread without appending another item after shutdown.