Replace many save_thm instances with Theorem in src

[dnezam]

Finally, a PR with a much more reasonable size :)

I've also manually removed some instances of save_thm, which were either behind a map or within a local or let.
In general, I don't think much is gained from using map save_thm instead of using Theorem.
Regarding local, Theorems right before the end need a ;, otherwise unquote seems to get confused on where its end is, leading to syntax problems.
If let is used on the right-hand side of Theorem, it seems that it is necessary to parenthesize it.

[dnezam]

Oops, forgot to push my local changes...