Update the logging output of job processing

(this is related to the master daemon log)

Currently it's not possible to follow (in the non-debug runs) the
logical execution thread of jobs. This is due to the fact that we don't
log the thread name (so we lose the association of log messages to jobs)
and we don't log the start/stop of job and opcode execution.

This patch adds a new parameter to utils.SetupLogging that enables
thread name logging, and promotes some log entries from debug to info.
With this applied, it's easier to understand which log messages relate
to which jobs/opcodes.

The patch also moves the "INFO client closed connection" entry to debug
level, since it's not a very informative log entry.

Reviewed-by: ultrotter