When a target thread returned an empty but not `nullptr` string as its
name, the thread would show up with an empty name in lldb-dap.
I don't know how this works on macOS and Linux, but on Windows,
[`TargetThreadWindows::GetName`](deedc8a181/lldb/source/Plugins/Process/Windows/Common/TargetThreadWindows.cpp (L178-L204))
returns a non-null pointer to an empty string, because on MSVC's STL,
`std::string{}.c_str()` returns a pointer to inside the object (the SSO
storage).
This changes the check in `CreateThread`, when no custom thread
formatter is set, to check for the length of the thread and queue name
instead of it being `nullptr`.