Protected methods to customize client thread names.

[NathanSweet]

Description

New protected methods allow the default thread names to be customized.

Related Issue

#1421

Motivation and Context

This is useful in projects that have many threads and like to stay organized.

It is also useful when using multiple clients. Each client can name its threads differently. Without this, the threads can't be differentiated by name.

An alternative solution could be a prefix that is used for thread names, with suffixes like:

threadPrefix + "-read-" + id
threadPrefix + "-write-" + id
threadPrefix + "-checkConnection" (or "-connectionMonitor"?)

LMK if you would prefer that and I'll update the PR.

Server thread names are not considered in this PR.

How Has This Been Tested?

It's very simple, running the client tests all changes.

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)

Checklist:

• My code follows the code style of this project.
• My change requires a change to the documentation.
• I have updated the documentation accordingly.
• I have added tests to cover my changes.
• All new and existing tests passed.