Enforce (or provide user-facing warnings) instantiating the Python client as a singleton

[dmarticus]

Full context can be found here: https://posthog.slack.com/archives/C03P7NL6RMW/p1733514026622539, but here's the summary for external stakeholders:

Issue:

• Users were experiencing dropped events when using the Python SDK
• Feature flag events were being captured but other events weren't
• Investigation revealed multiple SDK client instances were being instantiated
• No warnings/exceptions were thrown on multiple client instantiations

Root Cause:

• The SDK doesn't enforce a singleton pattern for client instances
• Multiple client instances in the same application can cause event capture issues
• This becomes particularly problematic in containerized environments like Kubernetes

Solution:

• Implement a singleton factory pattern to prevent multiple client instantiations
• Add explicit warnings/exceptions when users try to create multiple clients
• Update documentation to:
  • Clearly explain the singleton requirement
  • Provide best practices for client instantiation
  • Include guidance for complex infrastructure setups