Send thread names to debugger

Send thread names to debugger

GDB since commit 24cdb46e [1] can report and use these names.

Add utility function SetThreadName(), which sends a thread name to the
debugger.

Use that:
- to set the default thread name for main thread and newly created pthreads.
- in pthread_setname_np() for user thread names.
- for helper thread names in cygthread::create()
- for helper threads which are created directly with CreateThread.

Note that there can still be anonymous threads, created by system or
injected DLLs.

[1] https://sourceware.org/git/gitweb.cgi?p=binutils-gdb.git;h=24cdb46e9f0a694b4fbc11085e094857f08c0419