use_dll: fixes to parallel compilation

— No longer call std::exit() from threads when compilation fails, that function
  is marked as not thread-safe under GNU/Linux; and it leads to deadlocks under
  Windows. Rather store the list of failed objects, and exit with a message and
  an error code from the main thread when that list is not empty at the end of
  preprocessing.
– Fix the condition used for waiting until all compilation threads finish;
  checking that the queue is empty is not enough, since a compilation may be
  ongoing. So also track objects whose compilation is ongoing.