[BUG] An exception in GPU thread does not stop the CPU thread

[akifcorduk]

We are catching the majority of exceptions and report it to user instead of crashing the process. However, that causes side effects of not terminating other threads (e.g B&B thread). We should terminate all threads when an exception is observed in any thread.

Expected behaviour: Exit all threads gracefully when a thread crashes.

[anandhkb]

Completed by @akifcorduk