fix: close cross-validation executor pools

[mameikagou]

Fixes #2355.

This applies the executor cleanup proposed in #2738 and adds focused regression coverage.

What changed

• Shut down internally created thread and process executors after cross-validation, including error paths.
• Preserve caller-owned executors and Dask clients.
• Cover repeated runs, mapping failures, and caller-owned executors.

Verification

• Focused diagnostics tests: 5 passed
• Python compile check
• git diff --check

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