Don't call back into python during insert (which will leave the set in a broken condition if the runtime decides to let another thread run).
Thank you for finding the bug. The watched_variables_ set should not really require a lock since all our functions hold the GIL (verified by looking at the generated SWIG). The reason that there was a concurrent access to the set is that the insert was calling back into python (which might release the GIL and let another thread run, which will also attempt to insert a variable and break the set).
I included the lock to be safe though, since its non-trivial to verify without looking at the generated swig wrappers that the GIL is held.
PiperOrigin-RevId:
200074843