Make citus work well with auto_explain extension.

Currently, using auto_explain extension for a citus database may cause issues such as crashes and unexpected behavior. Although it might be possible to use auto_explain for very limited scenarios which manage to avoid the problematic sql commands, we would like to make sure that auto_explain is usable for the larger set of use cases.

This general issue is created for tracking the other specific issues reported about citus with auto_explain and work items to do for enabling the best experience possible.

- [x] #2920

- [x] #6424

- [ ] #6436
- [x] https://github.com/citusdata/citus/issues/6777

- [x] Explain analyze is disabled for local execution. This may be the root cause of test run hangs we encountered and needs more investigation for creating its own specific issue.
- [ ] See below: `With configured auto_explain.log_nested_statements = on I managed to get the undetectable deadlock`:

- [ ] Run arbitrary_configs for more test coverage.