Add thread-safe multi error implementation

[matej-g]

This is directly inspired by @fpetkovski's work in https://github.com/thanos-io/thanos/pull/5420#discussion_r897531384.

This PR adds a thread-safe implementation of the NilOrMultiError called NilOrMultiSyncError. PR provides tests as well.

Another small fix in this PR is to unify the method receivers NilOrMultiError to use pointers.

[bwplotka]

I would vote for having just concurrency safe code for merrors. The reason is that soon (Go 1.20) we will likely have errors.Join in standard library, so simple cases will be solved. I don't see a huge overhead of doing concurrency control in seq code when it comes to error handling, but I might underestimate it (:

I would do it (: cc @saswatamcode @matej-g