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