Fix PR14135

[Yao Qi]

Hi,
This patch series is to fix PR14135, some python test fails in
async mode.  Patch 1/3 is a new test case for PR12929, which
will be used to prove my later changes are correct.

Patch 2/3 and 3/3 are to fix PR14135.

Regression tested on x86_64-linux {native,gdbserver} x {sync, async}.

P.S. I knew Pedro is looking at this issue as well, but I don't
want the patch series `run all-stop on top of non-stop target'
pending there indefinitely, so I have a try to fix these
async-related bugs.