(service_main,main,shutdown) [_WIN32]: Add missing loc_NTTerm().

(service_main,main,shutdown) [_WIN32]: Add missing loc_NTTerm().

(service_main,main,shutdown,empth_exit,service_stopped) [_WIN32]:
Add shutdown Event to allow the service to shutdown.
When SERVICE_STOPPED is passed to SetServiceStatus() all
threads are kills this prevents shutdown() from executing.
The shutdown Event is used to block the service_main thread until
the stopping of the service is started.  After the shutdown() is
complete then the SetServiceStatus() is called.