Implement UI-thread startup, message-loop ownership, and graceful shutdown

[KlausLoeffelmann]

Objective

Implement the chosen lifecycle model, including deterministic UI-thread creation or adoption, synchronization-context availability, Application.Run integration, bidirectional host/application shutdown, cancellation, and cleanup. Preserve existing WinForms exception and exit semantics unless an approved contract says otherwise.

Completion guidance

• Keep the implementation focused on the objective while allowing the assignee to improve the approach based on research.
• Document important decisions, rejected alternatives, dependencies, and follow-up work.
• Add or update tests and documentation appropriate to the work.
• Verify locally and in CI where the task changes code or generated artifacts.