[compiler-rt] [asan][win] Fix CreateThread leak (PR #126738)

[via llvm-commits]

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@@ -143,9 +143,11 @@ static thread_return_t THREAD_CALLING_CONV asan_thread_start(void *arg) {
 
   ThreadStartParams params;
   t->GetStartData(params);
+  // The ExitThread will end the current thread, causing destroy to be unable to
+  // be called.
+  t->Destroy();
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GkvJwa wrote:

If it's just a dynamic library, can modify ```asan_thread_exit```. Here intercept ```ExitThread``` for general purpose

You can review it when you have time

https://github.com/llvm/llvm-project/pull/126738