Windows gdb+gdbserver: Make last_sig per-thread state

With non-stop mode, each thread is controlled independently of the
others, and each thread has its own independent reason for its last
stop.

Thus, any thread-specific state that is currently per-process must be
converted to per-thread state.

This patch converts windows_process_info::last_sig to per-thread
state, moving it to windows_thread_info instead.

This adjusts both native gdb and gdbserver.

Approved-By: Tom Tromey <tom@tromey.com>
Change-Id: Ie8c673a819be445753d967afd3a6084565648448
commit-id:d7dd0d0e