Set errno to return value of pthread_* functions during error.
All pthread macros now handle errors in the same way.

Do not set errno immediately, because in threaded programs errno is a
macro that expands into a function call. We don't want to incur that
performance cost unless it's actually an error.
See The Linux Programming Interface, 3.5.2 (pg.53) and 29.2 (pg 621).

Bug 5901