Use separate tqdm progressbars
Currently, we close progress bar and break the inner loops when training is complete which yields to the progress bars indicating one less step than actually done. The user might believe the last step was not done (even if it was) so this PR uses different generators for the loops than the progress bar and manually updates the progress bar (tried to just do manually the last update but tqdm doesn't want to cooperate with that approach).

# [Codecov](https://codecov.io/gh/huggingface/transformers/pull/6696?src=pr&el=h1) Report
> Merging [#6696](https://codecov.io/gh/huggingface/transformers/pull/6696?src=pr&el=desc) into [master](https://codecov.io/gh/huggingface/transformers/commit/6b4c617666fd26646d44d54f0c45dfe1332b12ca?el=desc) will **decrease** coverage by `0.03%`.
> The diff coverage is `80.00%`.

[![Impacted file tree graph](https://codecov.io/gh/huggingface/transformers/pull/6696/graphs/tree.svg?width=650&height=150&src=pr&token=9qOlN6Hb1c)](https://codecov.io/gh/huggingface/transformers/pull/6696?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master    #6696      +/-   ##
==========================================
- Coverage   79.44%   79.41%   -0.04%     
==========================================
  Files         156      156              
  Lines       28386    28390       +4     
==========================================
- Hits        22551    22545       -6     
- Misses       5835     5845      +10     
```


| [Impacted Files](https://codecov.io/gh/huggingface/transformers/pull/6696?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [src/transformers/trainer.py](https://codecov.io/gh/huggingface/transformers/pull/6696/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy90cmFpbmVyLnB5) | `50.88% <80.00%> (+0.15%)` | :arrow_up: |
| [src/transformers/generation\_tf\_utils.py](https://codecov.io/gh/huggingface/transformers/pull/6696/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9nZW5lcmF0aW9uX3RmX3V0aWxzLnB5) | `84.21% <0.00%> (-2.26%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/huggingface/transformers/pull/6696?src=pr&el=continue).
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> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/huggingface/transformers/pull/6696?src=pr&el=footer). Last update [6b4c617...96d9c81](https://codecov.io/gh/huggingface/transformers/pull/6696?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
