[Dist tests] Make event_listener work for all dist tests (#70628)
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/70628
event_listener thread is used to log process tracebacks when a timed
out process sends it a request to get its traceback. Although, this thread is
created in `_run` function which is overridden by some classes such as
`TestDistBackend` so those tests did not have this feature. Move the
event_listener setup logic to `run_test` which is called by all distributed
test classes, which enables it for all distributed tests. Also modify logger
setup to ensure that logging.info calls are printed in the subprocess.
ghstack-source-id: 146714642
Test Plan: CI
Reviewed By: jaceyca, fduwjj
Differential Revision: D33410613
fbshipit-source-id: aa616d69d251bc9d04e45781c501d2244f011843
