cmake: enable pthreads for BoringSSL/AWS-LC

[vszakats]

Depends on 6828df7 #21176

---

• maybe also for non-static builds, to always propagate to curl-config.cmake.
• fix try_compile for Threads::Threads

[vszakats]

These two backends remain a lost cause or at best a dice roll for
curl-for-win.

It's toolchain bug surf. They seem to be not tested with mingw-w64 and
open source toolchains on Windows. Now the crash on startup disappeared
after a couple of years, also the pthreads _setjmp heisenbug seems to
be gone, replaced by BoringSSL seeming incompatibility with cfguard,
which happened earlier with AWS-LC, but no longer, now throwing weird
linker warnings instead, and linking/running seemingly fine. With
llvm-mingw; the other toolchains fail with various other linker errors.
(this is just Windows Intel.)

(sadly no actual commit or trace, or upstream record of these issues,
making things mushy and uncertain.)

Either way this PR is a tiny step to make them build better by default.