pg_dump: check for _beginthreadex() failure in parallel dump

pg_dump: check for _beginthreadex() failure in parallel dump

ParallelBackupStart() stored _beginthreadex()'s return value as the
worker's thread handle without checking it.  On failure that value is 0,
which would later reach WaitForMultipleObjects() as a null handle, caught
only by an Assert.  The fork() path already calls pg_fatal() when it
fails; do the same for _beginthreadex(), as pgbench does.

Author: Bryan Green <dbryan.green@gmail.com>
Discussion: https://www.postgresql.org/message-id/8c712d76-ecf7-4749-a6d8-dddc01f298ec@gmail.com
Backpatch-through: 14