Remove use of contextlib.nested

Remove use of contextlib.nested

Removed use of contextlib.nested call from codebase, as it has been
deprecated since Python 2.7.

There are also known issues with contextlib.nested that were addressed
by the native support for multiple "with" variables. For instance, if
the first object is created but the second one throws an exception,
the first object's __exit__ is never called. For more information see
https://docs.python.org/2/library/contextlib.html#contextlib.nested
contextlib.nested is also not compatible with Python 3.

Multi-patch set for easier chunks. This one addresses the
neutron/tests/unit/agent/test_securitygroups_rpc.py tests.

Line continuation markers (e.g. '\') had to be used or syntax
errors were thrown. While using parentheses is the preferred way
for multiple line statements, but in case of long with statements
backslashes are acceptable.

Partial-Bug: 1428424
Change-Id: Ia66b98423b14fc7d1bbf6d8a673a49f798d328fa