The stage has capabilities to start N thread and synchronize their work to produce the single output that the query plan expects from the stage.

Prepare those threads so that they have dedicate OperationContext, Client, etc... needed for correct execution of the subquery.

Wrap the thread execution in a try/catch to collect and report to the main thread any exception occurred during execution.

Rename the thread after the main thread name to ensure that log entries from the thread can be connected to the original query. 

Includes parallelization of stages ProjectStage, FilterStage and VirtualScanStage and unit test to verify its correctness