win-dshow: Use a single thread per device

This prevents certain issues I've encountered with devices where they
expect to shut down in a specific thread they started up in, as well as
a number of other issues, such as the configuration dialogs.

The configuration dialogs require that a message loop be present, and
this was not the case previously because everything was in the video
thread, which has no windows-specific code.

Configuration/crossbar/etc dialogs will now execute correctly.