SetThreadDescription() is missing from mingw-w64 headers before 12.0.0, so the Windows cross-compile fails on distro toolchains, e.g. Ubuntu 24.04. Reported by hebasto in #35884 (comment).
Check for the symbol at configure time and guard its use with a new HAVE_SETTHREADDESCRIPTION guard, as cmake/introspection.cmake already does for other optional symbols. This avoids having to declare a minimum mingw-w64 version: toolchains that have the symbol get OS-level thread names, older ones build fine without them.