The attached patch adds thread naming support on Windows.

This works as documented[1] on MSDN - by catching a specific
exception that the program throws.

Setting thread name this way is supported by glib[2] and winpthreads[3] at
least, as well as any program developed with MS toolchain (because WinDbg
supported this for a long time).

[1] https://msdn.microsoft.com/en-us/library/xcb2z8hs.aspx
[2]
https://git.gnome.org/browse/glib/commit/glib/gthread-win32.c?id=e118856430a798bbc529691ad235fd0b0684439d
[3]
https://sourceforge.net/p/mingw-w64/mingw-w64/ci/0d95c795b44b76e1b60dfc119fd93cfd0cb35816/

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