Add threaded requests

We depend on using the requests+https scheme because our Sentry servers use PyOpenSSL to support HTTPS SNI, which Python 2.7 does not support out of the box. However, we hit serious performance issues due to the synchronous nature of using requests vs the default async method. This pull request adds threaded+requests+http URL scheme.

The code could probably be refactored so that ThreadedRequestsHTTPTransport and ThreadedHTTPTransport share the same code.