In _most_ cases we can map this directly to __thread. Except
that OMP allows constructors for C++ objects. We can either
refuse to support this (how often is it used?) or we can
implement something akin to .ctors.
Even more ideally, this ctor feature is handled by extensions to the main pthreads library. Failing that, we can have a set of entry points to register ctor functions to be called.