Don't allow qpid receiving thread to die

This patch is a partial backport of
22ec8ff616a799085239e3e529daeeefea6366c4 in oslo-incubator.

https://review.openstack.org/#/c/32235/13

This patch ensures that the thread created by consume_in_thread() can
not be killed off by an unexpected exception.

Related-Bug: #1189711

Change-Id: I4370045b450b2b4b9b3bde1f6f3654cdecc722e2
Merge "Don't allow qpid receiving thread to die" into stable/havana