Support multiple context states for RequestsWrapper

[ofek]

Motivation

Necessary for use in OpenMetrics base class where there are different configurations for each endpoint

Additional Notes

#5249 (comment)
#5249 (comment)

[codecov]

Codecov Report

Merging #5410 into master will increase coverage by 2.97%.
The diff coverage is n/a.

Impacted Files	Coverage Δ
disk/tests/common.py	63.63% <0%> (-36.37%)	⬇️
disk/tests/conftest.py	78.26% <0%> (-17.4%)	⬇️
disk/tests/test_filter.py	96.42% <0%> (-3.58%)	⬇️
disk/datadog_checks/disk/disk.py	84.4% <0%> (-2.3%)	⬇️
vertica/tests/metrics.py
...checks_dev/tests/plugin/test_environment_runner.py
riakcs/datadog_checks/riakcs/riakcs.py
oracle/tests/test_oracle.py
twistlock/datadog_checks/twistlock/twistlock.py
gitlab_runner/tests/test_integration.py
... and 730 more

[AlexandreYang]

1. Could you add a desc to the PR to explain what this feature does and what's the issue or use case it's solving.

2. I think a similar desc should also be added as docstring of RequestsWrapper with an example.

This will help current/future readers who want to understand how this feature works.

[ofek]

The use case is so niche that we'll do it where needed instead #5414