ThreadCallbacks discarding exceptions

I saw this code in ThreadCallbacks:

```haxe
static function iterateCallbacks(callbacks:Array>, f:ThreadCallback -> Void) {
var firstException = null;
for (c in callbacks) {
if (!c.isClosed) {
try {
f(c);
} catch(e:Exception) {
if (firstException == null) {
firstException = e;
}
}
}
}
if (firstException != null) {
throw firstException;
}
}
```

I think it's a very bad idea for several reasons
- it prevents the debugger from breaking at the place you have an exception, you're instead breaking on the `throw firstException`
- it somehow discard all user exceptions happening after the first one, which is really a bad behavior from the user point of view.

In general, the whole "exception during abort or exit which triggers onAbort" is not very well thought through.

Start by locating ThreadCallbacks and its iterateCallbacks method, then inspect the abort and exit paths that invoke onAbort. Reproduce multiple callback exceptions under the debugger and review existing behavior around these paths; done requires an agreed exception-propagation policy and coverage for it.

Written by the indexing model from the issue text.