Remaining dependency on setlocale()

After some previous work here:

https://postgr.es/m/89475ee5487d795124f4e25118ea8f1853edb8cb.camel@j-davis.com

we are less dependent on setlocale(), but it's still not completely
gone.

setlocale() counts as thread-unsafe, so it would be nice to eliminate
it completely.

The obvious answer is uselocale(), which sets the locale only for the
calling thread, and takes precedence over whatever is set with
setlocale().

But there are a couple problems:

1. I don't think it's supported on Windows.

2. I don't see a good way to canonicalize a locale name, like in
check_locale(), which uses the result of setlocale().

Thoughts?

Regards,
    Jeff Davis