Bindings: do not use py::call_guard<py::gil_scoped_release>() guard for Database ctor

Yury Matveevrequested to merge
do_not_use_guard_for_ctor into develop

Releated to #756

Releasing gil in guard can result in crash: https://github.com/pybind/pybind11/issues/5473 , so as it was proposed in pybind11 issue, we move GIL release in lambda function

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