We can't really unload after Mono is loaded unless we're exiting the process.
We could before that, but it's probably not worth the effort.

It turns out that we can't free individual domains because that tears down
important data structures. Instead we must shut down the entire runtime, but
only if Mono doesn't shut itself down first. And we need to do it before
DLL_PROCESS_DETACH because important libraries might be gone by then.