Allow Union[unicode, str] rather than just str in several places (#3887)

* Allow unicode objects throughout urlparse.py

Functions such as `urlparse()`, if given a unicode object,
will happily return a ParseResult of unicode components.

Relatedly, functions like `unquote()` will accept any of
bytes/str/unicode and return an object of the same type
or a composite containing that type.

* Allow unicode in several places in Thread

`name` and `kwargs` to Thread.__init__ function perfectly
well with unicode, not just str.

Note: the .name attribute will always be str even
if the constructor is passed something else, since
__init__ calls:

    self.__name = str(name or _newname())

* Use typing.AnyStr properly

...rather than defining a new TypeVar unncessarily.

* Use typing.Text properly

Text is behaviorally equivalent to Union[str, unicode]
for Python 2 argument types.

* Remove outdated import & definition

* [check file consistent] copy changes to _dummy_threading.pyi

stdlib/2and3/threading.pyi

@@ -1,6 +1,6 @@
 
 from typing import (
-    Any, Callable, Iterable, List, Mapping, Optional, Tuple, Type, Union,
+    Any, Callable, Iterable, List, Mapping, Optional, Text, Tuple, Type, Union,
     TypeVar,
 )
 from types import FrameType, TracebackType
@@ -12,7 +12,6 @@ _TF = Callable[[FrameType, str, Any], Optional[Callable[..., Any]]]
 _PF = Callable[[FrameType, str, Any], None]
 _T = TypeVar('_T')
 
-
 __all__: List[str]
 
 def active_count() -> int: ...
@@ -63,14 +62,14 @@ class Thread:
     else:
         def __init__(self, group: None = ...,
                      target: Optional[Callable[..., Any]] = ...,
-                     name: Optional[str] = ...,
+                     name: Optional[Text] = ...,
                      args: Iterable[Any] = ...,
-                     kwargs: Mapping[str, Any] = ...) -> None: ...
+                     kwargs: Mapping[Text, Any] = ...) -> None: ...
     def start(self) -> None: ...
     def run(self) -> None: ...
     def join(self, timeout: Optional[float] = ...) -> None: ...
     def getName(self) -> str: ...
-    def setName(self, name: str) -> None: ...
+    def setName(self, name: Text) -> None: ...
     if sys.version_info >= (3, 8):
         @property
         def native_id(self) -> Optional[int]: ...  # only available on some platforms