Solution: don't set thread name on Android

Setting a thread name on Android may fail with "permission
denied" error and abort the process due to failed assertion.
Tested on Android 5 and 6 (two phones).
Strangely enough, it only happens on signed APKs and is fine
in debug. Using JeroMQ is not an option as we need TCP keepalive
settings and authentication which JeroMQ doesn't support.