Update threading design document and add changelog entry

[yanesca]

When the 3.6 threading tasks are done, we need to add a changelog entry as individual tasks don't add any. We also need to update the design document to reflect the new state of threading in PSA Crypto.

The ChangeLog entry should mention that #3263 and #7945 are now fixed (and they should be closed when this is done).

The task is done when the changelog entry is added and the design document is updated.

[yanesca]

A useful improvement we could make here is to simplify the state diagram to only use the lower level transitions (like register/unregister, wipe, reserve).