testsuite, threads: fix LD_LIBRARY_PATH in 'tls-sepdebug.exp'

Some compilers (e.g. the Intel compiler) may dynamically link against
dependencies.  The test uses the 'set env' command to set the
LD_LIBRARY_PATH to a test specific value.  Update the 'set env' command
to also provide the users LD_LIBARY_PATH to gdb.

Approved-By: Tom Tromey <tom@tromey.com>