Add shutdown method to LocalDistributedExecutor

This PR adds a shutdown method to the `LocalDistributedExecutor`.

While reworking the corresponding test case I noticed a problem with `CustomDataTypeTest` (see #404). As @rmetzger noted, a JAR file has been accidently deleted in 33cb2ca9898809d2fc90765996ea56bbea458e59. Because @aljoscha is going to implement a similar test case, we voted to remove `CustomDataTypeTest`.