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Remove any automatically unpacked native library.
This will fail on windows, which disallows removal of any file that is
still in use, so an alternative is required in that case. Mark
the file that could not be deleted, and attempt to delete any
temporaries on next startup.
Do NOT force the class loader to unload the native library, since
that introduces issues with cleaning up any extant JNA bits
(e.g. Memory) which may still need use of the library before shutdown.