[autograd] allow PyNode to persist error message (#34845)
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/34845
This PR allows PyNode to persist the error message so that any pure C++
thread that runs autograd with custom Python autograd function can successfully
catpure the error message without maintaining a initial PyThreadState.
Test Plan: Imported from OSS
Differential Revision: D20480685
Pulled By: wanchaol
fbshipit-source-id: 0488ea5a4df9a33b53ac5d0d59000c41ab6cb748
