Add thread globals for downloader thread

[Trenly]

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  • Minor change, omitting from release notes
• This pull request is related to an issue.

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Microsoft Reviewers: Open in CodeFlow

[JohnMcPMS]

/azp run

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[Trenly]

@JohnMcPMS - Should I also fix these (separately) ?

1. TerminationSignalHandler::m_windowThread — WindowMessageProcedure uses AICLI_LOG for shutdown events (WM_QUERYENDSESSION, WM_CLOSE), but the window thread has no globals set
2. ServerShutdownSynchronization::m_shutdownThread — SynchronizeShutdown uses AICLI_LOG 4× for Verbose shutdown phase logging, but the thread has no globals set

[JohnMcPMS]

@JohnMcPMS - Should I also fix these (separately) ?

1. TerminationSignalHandler::m_windowThread — WindowMessageProcedure uses AICLI_LOG for shutdown events (WM_QUERYENDSESSION, WM_CLOSE), but the window thread has no globals set
2. ServerShutdownSynchronization::m_shutdownThread — SynchronizeShutdown uses AICLI_LOG 4× for Verbose shutdown phase logging, but the thread has no globals set

Those are more useful for the COM server, which I believe sets a global file logger that will catch them.