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/thread.cc

@@ -1992,6 +1992,9 @@ pthread::thread_init_wrapper (void *arg)
   _my_tls.sigmask = thread->parent_sigmask;
   thread->set_tls_self_pointer ();
 
+  // Give thread default name
+  SetThreadName (GetCurrentThreadId (), program_invocation_short_name);
+
   thread->mutex.lock ();
 
   // if thread is detached force cleanup on exit
@@ -2631,6 +2634,8 @@ pthread_setname_np (pthread_t thread, const char *name)
   oldname = thread->attr.name;
   thread->attr.name = cp;
 
+  SetThreadName (GetThreadId (thread->win32_obj_id), thread->attr.name);
+
   if (oldname)
     free (oldname);