And synchronize with thread display when necessary.
The rationale is that client_window are created using the gdi_display, and OpenGL/Vulkan using gdi_display it is probably safer that any X11 request for them is done on the gdi_display.
Then we need to properly synchronize the requests that involve client_window and whole_window, such as reparenting requests, as whole_window is created, and related requests make, using the thread display.