Always remove gzip handler from Jetty client

There was a rarely used second constructor that did not disable it.
This change unifies the constructors and adds an integration test.
Add missing synchronization
Switch BoundedExecutor queue to ConcurrentLinkedQueue

We should use a ConcurrentLinkedQueue b/c it is a more efficient data structure when you don't need blocking calls and size methods (when compared to LinkedBlockingQueue). This is what it should have been originally.
Add SetThreadName utility