I think you're confused.
Autodesk specifically prohibits AutoCAD DLLs from being loaded into another
process, because they charge a lot of money for the ability to do that
(RealDWG).
It has nothing to do with 'thread safe' or dispose or transactions or
garbage collection.
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My understanding is that you can only access the COM components from an
external app, because your app is not running under AutoCAD's AppDomain, and
most/all of the managed methods, are what I would call 'not thread safe'.
This applies particularly to those methods dealing with transactions and
garbage collection (dispose).