Add mergify-applied loose review thread label - #12578

Adds a mergify-applied label when there are unresolved review threads on a pull request. Adds descriptions of these recently added labels to the contributors' guide.

• Patches conform to the coding conventions.
• Any changes that could be relevant to users have been recorded in the changelog.
  • Is the change significant? If so, remember to add significance: significant in the changelog file.
• The documentation has been updated, if necessary.
• Manual QA notes have been included.
• Tests have been added. (Ask for help if you don’t know how to write them! Ask for an exemption if tests are too complex for too little coverage!)