gdb: change thread_info::name to unique_xmalloc_ptr, add helper function

This started out as changing thread_info::name to a unique_xmalloc_ptr.
That showed that almost all users of that field had the same logic to
get a thread's name: use thread_info::name if non-nullptr, else ask the
target.  Factor out this logic in a new thread_name free function.  Make
the field private (rename to m_name) and add some accessors.

Change-Id: Iebdd95f4cd21fbefc505249bd1d05befc466a2fc