Introduce `git_thread_exit`, which will allow threads to terminate at an
arbitrary time, returning a `void *`.  On Windows, this means that we
need to store the current `git_thread` in TLS, so that we can set its
`return` value when terminating.

We cannot simply use `ExitThread`, since Win32 returns `DWORD`s from
threads; we return `void *`.

This describes their purpose better, as we now initialize ssl and some
other global stuff in there. Calling the init function is not something
which has been optional for a while now.

When we free the global state at thread termination, we must also free
the error message in order not to leak the string once per thread.