gdbserver: replace direct assignments to current_thread

Replace the direct assignments to current_thread with
switch_to_thread.  Use scoped_restore_current_thread when appropriate.
There is one instance remaining in linux-low.cc's wait_for_sigstop.
This will be handled in a separate patch.

Regression-tested on X86-64 Linux using the native-gdbserver and
native-extended-gdbserver board files.