CLEANUP: remove THREAD_LOCAL from config.h

This one really ought to be defined in hathreads.h like all other thread
definitions, which is what this patch does. As expected, all files but
one (regex.h) were already including hathreads.h when using THREAD_LOCAL;
regex.h was fixed for this.

This was the last entry in config.h which is now useless.
diff --git a/include/common/regex.h b/include/common/regex.h
index 0069b2d..066f07e 100644
--- a/include/common/regex.h
+++ b/include/common/regex.h
@@ -26,6 +26,7 @@
 #include <string.h>
 
 #include <common/config.h>
+#include <common/hathreads.h>
 
 #ifdef USE_PCRE
 #include <pcre.h>