Fix wrong case on included header.

Fixes compilation on case-sensitive filesystems.
Don't try to use MSVC specific code in mingw.
Don't try to set thread name on mingw.

Mingw doesn't support SEH so the recommended way of setting the
thread name doesn't work. This can be rewritten in a portable way
but for now just disable it, as it's only a debugging feature.
Fix a string conversion error with mingw.