Update SDL_Keysym symbols to SDL2 constants.

SDL_keysym has changed to SDLK_Keysym, and some of the SDLK_ constants
have changed names to be more consistent.
Add thread name to SDL_CreateThread calls.

SDL2's version of SDL_CreateThread has an extra parameter to specify
a name for the thread.
Delete SDL implementation of CD music interface.

SDL2 doesn't have a CD music API any more. We have alternate ways of
playing Hexen's CD soundtrack now anyway.