Adjust gdb.python/py-events.exp for Cygwin/MinGW, thread IDs

This commit fixes a couple issues in gdb.python/py-events.exp for
Cygwin and MinGW:

1) - GDB prints Windows thread IDs in hex:

 (gdb) thread
 [Current thread is 1 (Thread 9528.0xa9c)]

The current code assumes decimal, so we only (incorrectly) extract the
"0" after the dot.

2) - Thread and process ID number spaces are different.

The current code assumes that the extracted thread ID is the same
number as the extracted process ID, which is not true on Windows.

Also tested on x86_64-unknown-linux-gnu.

Change-Id: Iebcc07c3ad0845b548334c0d5177b3ab9e9350cf