control/controlclient: run SetControlClientStatus in goroutine

We have cases where the SetControlClientStatus would result in
a Shutdown call back into the auto client that would block
forever. The right thing to do here is to fix the LocalBackend
state machine but thats a different dumpster fire that we
are slowly making progress towards.

This makes it so that the SetControlClientStatus happens in a
different goroutine so that calls back into the auto client
do not block.

Also add a few missing mu.Unlocks in LocalBackend.Start.

Updates #9181

Signed-off-by: Maisem Ali <maisem@tailscale.com>
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