gdbserver: remove unused include in gdbthread.h

clangd reports gdbsupport/common-gdbthread.h as unused in gdbthread.h,
which seems right, so remove it.  Add it to two files that need it, but
were relying on the now-removed include.

Change-Id: I12916a044d0b15f346c4ad0e6527ce99a6d460e4