We had a memory leak on a very arcane OOM situation (unlikely to ever
hit in practice, but who knows if libvirt.so would ever be linked
into some other program that exhausts all thread-local storage keys?).
I found it by code inspection, while analyzing a valgrind report
generated by Alex Jia.

* src/util/threads.h (virThreadLocalSet): Alter signature.
* src/util/threads-pthread.c (virThreadHelper): Reduce allocation
lifetime.
(virThreadLocalSet): Detect failure.
* src/util/threads-win32.c (virThreadLocalSet): Likewise.
(virCondWait): Fix caller.
* src/util/virterror.c (virLastErrorObject): Likewise.