Fix: report initialization error of client thread

The health check tests use the testpoints() in the client thread
to force a pthread_exit() or simulate a catastrophic error within
the client thread.

The testpoints were moved before the signal that the thread's
initialization was completed by recent changes. This caused the
thread to fail to complete its initialization, causing a deadlock
of the session daemon.

This commit reports initialization errors through the
launch_client_thread() function to the "main" thread and shuts down
the session daemon. It also moves the testpoints after the thread's
initialization to respect the test's intent.

Signed-off-by: Jérémie Galarneau <jeremie.galarneau@efficios.com>