Diffeq ContinuousCallback "not callable" errors

[frankschae]

@John_Boik

Regarding the previous terminating callback issue, if it will take a while to fix on your end, is there a hack I can do on my end to get the terminating callback working in the inner ODE problem?

It should work with a different sensealg; see the tests in
https://github.com/SciML/SciMLSensitivity.jl/blob/master/test/steady_state.jl#L500-L521.