[3.7] bpo-31639: Change ThreadedHTTPServer to ThreadingHTTPServer class name (GH-7195) (GH-7219)

* [3.7] bpo-31639: Change ThreadedHTTPServer to ThreadingHTTPServer class name (GH-7195).
(cherry picked from commit 1cee216cf383eade641aed22f4ec7d4cb565ecff)

* Fix whatsnew entry about ThreadedHTTPServer. (GH-7220)
(cherry picked from commit a34e424bdbc62b4d83593af1c0d459d8aaac90f3)
3 files changed