…itto_connect_bind_v5.

The connection procedure starts with a fresh mosquitto instance each time. The instance will be destroyed on disconnect.
All mosquitto return codes are now checked during client configuration.

Threaded mode of libmosquitto may not be supported on windows (libmosquitto < 2.1). At some point libmosquitto has removed threaded support (mosquitto_loop_start doesn't work and returns MOSQ_ERR_NOT_SUPPORTED). Threaded support will be added again in the future, see eclipse/mosquitto#2707. This commit introduces a thread dedicated to mosquitto to solve the problem.