FIX make sure we import the correct object from multiprocessing (#81862)
Fixes #44687.
The issue was that the Process object is not the one from the `_default_context` which should be `loky` when nesting `loky` calls.
This is a revamp of #53282 that was reverted because it broke some other tests.
How can I run the failing tests so I can see why this breaks?
Pull Request resolved: https://github.com/pytorch/pytorch/pull/81862
Approved by: https://github.com/VitalyFedyunin, https://github.com/janeyx99
