Allow number of worker threads to be controlled at the class
initialization time, instead of being hardcoded to MAX_WORKERS.
o Keep control connection open so that it benefits from the
"continuous control connection mode" in the RTPP 2.0.

o Make it possible to start multiple threads for communicating
with the RTPP.

o Provide shutdown() interface to shut down threads gracefully.
o Add support for requesting specific number of worker i/o threads;

o provide explicit shutdown() method instead of requiring super-class
to figure out how to shutdown workers properly.
Add shutdown() method.
shutdown() is now a method, not a flag anymore.
Catch up with Rtp_proxy_client.shutdown flag rename into
Rtp_proxy_client.shut_down to avoid confision with the shutdown()
method in the same class.