Revert "Create our OGL context on the same thread in the OpenGL backend. Same issue with Qualcomm not working with threading correctly."

This reverts commit 2697b8c04f9e7c8d0a40bd42db95b4a534947c43.

The context creation may be moved to Video_Prepare, but the window creation isn't allowed to.
Eg we set the window title or read the mouse position, both need the window.
Also the readback of the window size didn't worked any more.