clib.session: Add the GMT_SESSION_NOGDALCLOSE flag to keep GDAL open (#3672)

Author: seisman

pygmt/clib/session.py

@@ -400,7 +400,9 @@ def print_func(file_pointer, message):  # noqa: ARG001
         self._print_callback = print_func
 
         padding = self["GMT_PAD_DEFAULT"]
-        session_type = self["GMT_SESSION_EXTERNAL"]
+        # GMT_SESSION_EXTERNAL: GMT is called by an external wrapper.
+        # GMT_SESSION_NOGDALCLOSE: Do not call GDALDestroyDriverManager when using GDAL.
+        session_type = self["GMT_SESSION_EXTERNAL"] + self["GMT_SESSION_NOGDALCLOSE"]
         session = c_create_session(name.encode(), padding, session_type, print_func)
 
         if session is None: