Alloc::OSAllocator uses a TLS variable of the thread object so it can
use a forkable mutex plus a deferring signal section. This was setup
when the FEXCore "ExecutionThread" function is called, which is a bit
awkward and is an artifact from when the thread creation was mixed
between the frontend and the backend.
Instead let the frontend inform the backend when to install the TLS
variable.
This is one step required to make GdbServer work correctly again since
the thread initialization and pausing is awkward today.