test_winreg is blocking

The following code isn't terminating:
```Python
import threading

def test_thread():
    class Thread(threading.Thread):
        def run(self):
            print("run")

    thread = Thread()
    thread.start()
    print("join")
    thread.join()
    print("done")
    
test_thread()
```

There are some TODOs in `_thread.cs` so that might be the issue.