I've added PIPE_EVENT_SHUTDOWN because calling g_main_loop_quit() do not work when called from another thread.
Main thread was sleeping in g_poll() so I needed some way to wake it up.

By some strange reason call close(event_pipe[0]) in event_pipe_deinit() hangs.
In current implementation that code never reached so that was not a problem :-)
I've added a conditional to leave event_pipe[0] open on Win32.