Applications using the C API sometimes require knowledge of the thread-safety 
of the functions in the C API. For example, it can be useful for a client to 
run `MXNDArrayWaitAll` in a separate thread so that the master client thread is 
free whilst waiting for MXNet to complete its computations. 

Could the thread-safety be made official (if the implementation is 
thread-safe), which means documenting and testing thread-safety (particularly 
the waiting functions `MXNDArrayWaitAll`, `MXNDArrayWaitToWrite` and 
`MXNDArrayWaitToRead`)?

[ Full content available at: 
https://github.com/apache/incubator-mxnet/issues/12395 ]
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