Add DCP async checkpointing for lora dpo recipe

[ankitageorge]

Context

What is the purpose of this PR? Is it to

• add a new feature
• fix a bug
• update tests and/or documentation
• other (please add here)

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Changelog

What are the changes made in this PR?

• this was reverted in Revert changes to lora_dpo_distributed from #2754 #2810 because it was causing failing tests. I've debugged the issues and fixed them:

1. CheckpointClient initialization was before dist initialization, causing bugs
2. If the epoch is faster than async checkpointing (this would only really happen in a test, not real life scenario) then it causes hanging because we're trying to access CPU staging before previous has cleared. This is solved for already for back to back async checkpointing, but for a sync checkpoint after an async checkpointing, we didn't have the logic to properly wait for the async checkpoint to complete before saving the sync checkpoint.

Test plan

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• [x ] run recipe tests via pytest tests -m integration_test
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UX

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[pytorch-bot]

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As of commit 6da2f00 with merge base 5b2e881 ():
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[joecummings]

Thanks for fixing this!