Add name to NRV threads + create less threads

I was trying to figure out why some unit tests are unstable with 2.10.x. While investigating, I notices that many generic threads were created and not stopped. To know which one I added a context name to all threads created by the NRV framework. I also modified the code to not create threads that are not started (they appears in VisualVM as not stopped and this can be misleading).

This pull request does not solve the instability but I submit it anyway as troubleshooting is easier with named threads. Also the number of live threads reported by VisualVM dropped from ~100 to ~40 (with live peaks dropping from ~130 to ~55).