Fixes #3587 .

Summary/Motivation:

Recent testing and issues (e.g., #3587) have highlighted some ongoing fragility in the TeeStream / capture_output machinery. This PR addresses some of those errors, in particular:

• resolve the intermittent RuntimeError: Captured output does not match sys.stdout. exception.
• resolve a file descriptor leak on Windows (see OSError with HiGHS when solving and updating model params multiple times #3587)

Changes proposed in this PR:

• explicitly close all file descriptors we open (work around Python bug with os.fdopen?)
• avoid exceptions when TeeStream is closed multiple times
• improve test coverage

Legal Acknowledgement

By contributing to this software project, I have read the contribution guide and agree to the following terms and conditions for my contribution:

1. I agree my contributions are submitted under the BSD license.
2. I represent I am authorized to make the contributions and grant the license. If my employer has rights to intellectual property that includes these contributions, I represent that I have received permission to make contributions and grant the required license on behalf of that employer.