Fix temporary file cleanup in load_video

[SrijanRoy123-github]

Summary

Fixes a temporary-file leak in load_video() when downloading or decoding remote videos fails.

Previously, downloaded files were removed only after successful decoding. Exceptions raised during downloading or decoding could bypass cleanup, leaving temporary files on disk.

Changes

• Ensure temporary files are removed through exception-safe try/finally cleanup.
• Explicitly close temporary-file and GIF decoder handles, preventing file-locking errors on Windows.
• Preserve existing exception propagation and local-file behavior.
• Add regression tests covering successful downloads, corrupted GIFs, interrupted downloads, and local-file preservation.

Testing

Validated locally on Windows using CPU-only tests with mocked HTTP responses.

python -m pytest -q tests/others/test_loading_utils.py

4 passed in 0.08s

Additionally, git diff --check completed without errors.

Fixes #14994