Specifically, make sure that both DebugActiveProcess and
WaitForDebugEvent Windows APIs are executed on the same thread.

Otherwise WaitForDebugEvent fails with ERROR_INVALID_HANDLE as per its
documentation

https://docs.microsoft.com/en-us/windows/win32/api/debugapi/nf-debugapi-waitfordebugevent

'... Only the thread that created the process being debugged can call
WaitForDebugEvent. ...'

Fixes #1825