Summary:
Fixes a crash we would get, we're changing 2 main things:
- release the event queue first, otherwise we'd serve events to
disappearing objects.
- destroy the connection thread object after the thread has quit.

Test Plan: KWin doesn't explode when closing.

Reviewers: #kwin, davidedmundson

Reviewed By: #kwin, davidedmundson

Subscribers: davidedmundson, kwin

Tags: #kwin

Differential Revision: https://phabricator.kde.org/D28340