Move storages tls initialization to proper place.

Move storages tls initialization to proper place.

We initialize all tls stuff in the check_resources function except
for the tls stuff for storages which we initialize in the
check_catalog function because we walk the storages there already.
This might be an optimization but it doesn't make sense its better
to check the whole resources stuff in the check_resources function
as the name seems to imply that is what is done there.