Minor fixes to ConhostConnection and VTPipeTerm (#1218)

* Cascadia/TerminalConnection: Close the output thread on exit.
It seems that TerminateThread() is available in the code...

* VtPipeTerm: Don't crash when closing the app.

- Gracefully handle ReadFile returning false (usually because of ERROR_BROKEN_PIPE on exit).
- Minor whitespace formatting.

* Cascadia/TerminalConnection: Finish to implement the ConhostConnection::Close() 'TODO' block.

src/cascadia/TerminalConnection/ConhostConnection.cpp

@@ -144,16 +144,17 @@ namespace winrt::Microsoft::Terminal::TerminalConnection::implementation
             return;
         }
         _closing = true;
-        // TODO:
-        //      terminate the output thread
-        //      Close our handles
-        //      Close the Pseudoconsole
-        //      terminate our processes
+        _connected = false;
+
+        // Terminate the output thread
+        _outputThreadId = 0;
+        TerminateThread(_hOutputThread, 0);
+
+        // Close our pipes and the pseudoconsole
         CloseHandle(_signalPipe);
         CloseHandle(_inPipe);
         CloseHandle(_outPipe);
-        // What? CreateThread is in app partition but TerminateThread isn't?
-        //TerminateThread(_hOutputThread, 0);
+
         TerminateProcess(_piConhost.hProcess, 0);
         CloseHandle(_piConhost.hProcess);
     }

src/tools/vtpipeterm/VtConsole.cpp

@@ -345,8 +345,12 @@ DWORD VtConsole::_OutputThread()
         bool fSuccess = false;
 
         fSuccess = !!ReadFile(this->outPipe(), buffer, ARRAYSIZE(buffer), &dwRead, nullptr);
+        if (!fSuccess)
+        {
+            HRESULT hr = GetLastError();
+            exit(hr);
+        }
 
-        THROW_LAST_ERROR_IF(!fSuccess);
         if (this->_active)
         {
             _pfnReadCallback(buffer, dwRead);