This test runs to a breakpoint on thread 0. Thread 0 then starts
thread 2 and 3, which both have breakpoints in them.
In https://lab.llvm.org/buildbot/#/builders/96/builds/41674
I think that we managed to do the first check on thread 2 before
thread 3 had started. Therefore "thread continue 3" failed.
So wait for all three to startup before we check their status.
I considered putting a timeout on the while like the wait_for... methods,
but the test itself already has a global timeout. Plus, I'd rather
not be tuning a timeout per piece of hardware this runs on.
99% of the time we will already have 3 threads when the check is done.