util: set os-level thread names on Windows #35884

Update SetThreadName to set os-level thread names on Windows too.

This is useful for debugging-ergonomics on Windows. Threads currently show up unnamed in debuggers, crash dumps on Windows and mismatch what's documented under https://github.com/bitcoin/bitcoin/blob/master/doc/developer-notes.md#threads.

Tested with the mingw cross build running on Windows 11, print from WinDbg:

<img width="713" height="631" alt="image" src="https://github.com/user-attachments/assets/05e03383-c9b1-4e6b-91f3-9088b2fc7e90" />

<!--e57a25ab6845829454e8d69fc972939a-->

The following sections might be updated with supplementary metadata relevant to reviewers and maintainers.

<!--006a51241073e994b41acfe9ec718e94-->

Code Coverage & Benchmarks

For details see: https://corecheck.dev/bitcoin/bitcoin/pulls/35884.

<!--021abf342d371248e50ceaed478a90ca-->

Reviews

See the guideline and AI policy for information on the review process.

If your review is incorrectly listed, please copy-paste <code>&lt;!--meta-tag:bot-skip--&gt;</code> into the comment that the bot should ignore.

<!--5faf32d7da4f0f540f40219e4f7537a3-->

Concept ACK