winex11: Move handling of WM_STATE changes to a separate function, and call it directly from wait_from_withdrawn_state.

Use FormatMessage to get the message for the Win32 error.

Don't hold locks while forwarding messages, instead rely on the
reference count. This prevents some really fun deadlocks from
occuring.

Just to be cautious, since it reads 4 bytes it should stop trying at
EOF-3. Also be more strict with the return values.