Track and log exceptions during thread init

We are currently tracking and logging exceptions that happen in mom
threads within their run loop.  We should also log exceptions that are
raised during thread initialization.

Change-Id: Iaf2289a401156c9384b4237f631313c4031a6cf2
Signed-off-by: Adam Litke <alitke@redhat.com>
Reviewed-on: http://gerrit.ovirt.org/35437
Reviewed-by: Martin Sivák <msivak@redhat.com>