In a few places we were referring to a future via a closure instead
of using the reference passed as an argument to the callback.  This
sometimes causes a reference cycle that can slow GC. This commit
adds a test which covers two of the cases (chain_future and the
concurrent.future branch of add_future) while the third was found by
inspecting other calls to add_done_callback for obvious instances of
this pattern.

Fixes #2620