[SPARK-8404] [STREAMING] [TESTS] Use thread-safe collections to make the tests more reliable

KafkaStreamSuite, DirectKafkaStreamSuite, JavaKafkaStreamSuite and JavaDirectKafkaStreamSuite use non-thread-safe collections to collect data in one thread and check it in another thread. It may fail the tests.

This PR changes them to thread-safe collections.

Note: I cannot reproduce the test failures in my environment. But at least, this PR should make the tests more reliable.

Author: zsxwing <zsxwing@gmail.com>

Closes #6852 from zsxwing/fix-KafkaStreamSuite and squashes the following commits:

d464211 [zsxwing] Use thread-safe collections to make the tests more reliable