Set more thread names.

src/conio/sdl_con.c

src/syncterm/COMPILING

src/syncterm/conn_pty.c

src/syncterm/conn_telnet.c

src/syncterm/htmlwin.cpp

src/syncterm/modem.c

src/syncterm/rlogin.c

src/syncterm/ssh.c

src/syncterm/syncterm.c

src/syncterm/term.c