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Restore the Windows thread server callback code from PR 4577 #3323

Job	Run time
xbuild-x86_64	12m 47s
build-windows (make, gfortran, 0, 0)	7m 49s
build-windows (make, gfortran, 1, 1)	7m 1s
build-windows (make, gfortran, 0, 1)	7m 9s
build-windows (cmake, gfortran, 1, 1)	23m 54s
build-windows (cmake, gfortran, 0, 1)	27m 44s
build-windows (cmake, gfortran, 0, 0)	28m 26s
build-windows (make, gfortran, 1, 0)	7m 18s
xbuild-ios	8m 7s
xbuild-ios32	7m 38s
build-windows (cmake, gfortran, 1, 0)	26m 52s
	2h 44m 45s