MDEV-35574 remove obsolete pthread_exit calls

Threads can normally exit without a explicit pthread_exit call.

There seem to date to old glibc bugs, many around 2.2.5.

The semi related bug was https://bugs.mysql.com/bug.php?id=82886.

To improve safety in the signal handlers DBUG_* code was removed.

These where also needed to avoid some MSAN unresolved stack issues.

This is effectively a backport of 2719cc4925.

tests/thread_test.c

@@ -70,7 +70,6 @@ end:
   thread_count--;
   pthread_cond_signal(&COND_thread_count); /* Tell main we are ready */
   pthread_mutex_unlock(&LOCK_thread_count);
-  pthread_exit(0);
   return 0;
 }