Fix Thread tests

Tobias Woodrequested to merge
spinicist/eigen:thread-build into master

What does this implement/fix?

The pipelines have been failing because one of the tests defines EIGEN_GEMM_THREADPOOL. This caused to be included early on in , before DeviceWrapper.h

I moved DeviceWrapper.h before the check for EIGEN_GEMM_THREADPOOL and the threading tests passed on my local machine.

I also captured some variables explicitly to stop the C++20 extension warnings about this and capture defaults. This is verbose but I think the only way to not generate a warning in any version of the standard.

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