[core] Rework thErr object to prevent usage of global initialization

[ethouris]

Currently the thErr object is created as a global object and undergoes global initialization rules.

Desired is that this object be created (still as thread-local one) as local static object, to follow the model of Meyer's singleton pattern.

Additionally the object functioning as a replacement for missing thread_local for C++03 using pthrad_setspecific should be generic and allow to create something like CThreadLocal<CUDTException>.