Clang and ICC/ICL: define DIRECT_THREADED

This is most likely only needed on Windows be-
cause __GNUC__ is not defined by both compilers.

It might fail with some unusual configurations.
If that is the case, feel free to open an issue.
Merge pull request #1695 from cremno/clang-and-icl-define-direct-threaded

Clang and ICC/ICL: define DIRECT_THREADED