subsegments fail in global code with error: Subsegment discarded due to Lambda worker still initializing

## Summary

Creating subsegments in Python global context (aka startup code) fails with errors:

It is an AWS best practice to "Initialize SDK clients and database connections outside of the function handler" https://docs.aws.amazon.com/lambda/latest/dg/best-practices.html

However, since XRay will not create a subsegment in the global startup code, we have no view into this code with XRay. Without a subsegment, we also can not put_annotation() with XRay.

## Setup

* AWS Lambda
* Python 3.7
* XRay SDK for Python 2.4.2

## Repo

1. In Python code *outside* lambda_handler() write:

```python
with xray_recorder.in_subsegment('mysubseg') as subsegment:
subsegment.put_annotation('myanno1', '1')
print('my old school print')
```

2. Continue with any simple AWS Lambda Python function
3. Execute the function

## Result

Errors in the AWS Lambda console (if you used that) and/or errors in the Cloudwatch logs.

```
[WARNING] 2019-11-24T15:41:32.241Z Subsegment mysubseg discarded due to Lambda worker still initializing
my old school print
[WARNING] 2019-11-24T15:41:32.245Z No subsegment to end.
```

In XRay console, there is no subsegment for `mysubseg`. There is no annotation `myanno1`.
Only seen is the `Initialization` black box.

## Expected

Within `Initialization` is the subsegment `mysubseg` (and another other subsegments I might make) and on the `mysubseg` is the annotation `myanno1=1`.

## Workarounds

* Use print()
* Use the "discarded" error messages as an implied trace.
* Don't use global code or the AWS best practice approach. If you need similar functionality, consider putting it in a python class, have class initializer that sets class attributes, and on every call to the lambda handler, check if the class has yet been initialized.

## Notes

I think there is a related yet separate bug: XRay fails to show traces for boto calls in global code. I `patch(botocore)` yet calls to services like `boto3.session.Session().client('ssm')...` are invisible and not reported in any xray data or cloudwatch log.