In the startup function for each thread, set a thread name. This
can safely be done unconditionally as LWP builds turn the call into
a no-op. In general, the thread name parallels the name passed to
LWP_CreateProcess, but for Rx server threads, it additionally includes
the thread ID so that these threads can easily be distinguished. (I'm
not sure yet whether doing so will prove to be useful or counterproductive.)