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

winsup/cygwin/net.cc

@@ -1819,6 +1819,7 @@ get_adapters_addresses (PIP_ADAPTER_ADDRESSES *pa_ret, ULONG family)
 	 The OS allocates stacks bottom up, so chances are good that the new
 	 stack will be located in the lower address area. */
       HANDLE thr = CreateThread (NULL, 0, call_gaa, &param, 0, NULL);
+      SetThreadName (GetThreadId (thr), "__call_gaa");
       if (!thr)
 	{
 	  debug_printf ("CreateThread: %E");