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The problem here is that embedded server starts handle_thread manager 
thread  on mysql_library_init() does not stop it on mysql_library_end().
At shutdown, my_thread_global_end() waits for thread count to become 0,
but since we did not stop the thread it will give up after 5 seconds.
             
Solution is to move shutdown for handle_manager thread from kill_server()
(mysqld specific) to clean_up() that is used by both embedded and mysqld.
            
This patch also contains some refactorings - to avoid duplicate code,
start_handle_manager() and stop_handle_manager() functions are introduced.
Unused variables are eliminated. handle_manager does not rely on global
variable abort_loop anymore to stop (abort_loop is not set for embedded).
            
Note: Specifically on Windows and when using DBUG version of libmysqld, 
the complete solution requires removing obsolete code my_thread_init() 
from my_thread_va...