migration: notify migration state before starting thread

The migration thread runs outside the QEMU global mutex when possible.
Therefore we must notify migration state change *before* starting the
migration thread.

This allows registered listeners to act before live migration iterations
begin.  Therefore they can get into a state that allows for live
migration.  When the migration thread starts everything will be ready.

Without this patch there is a race condition during migration setup,
depending on whether the migration thread has already transitioned from
SETUP to ACTIVE state.

Acked-by: Paolo Bonzini <pbonzini@redhat.com>
Reviewed-by: Kevin Wolf <kwolf@redhat.com>
Signed-off-by: Stefan Hajnoczi <stefanha@redhat.com>
