Good solution!
However, I'd like to mention that code for a "thread" is still going to be in the EXE, so unless its encrypted, you should be able to find it. A thread is just code like any other piece of code, it just runs in its own context. It's still code in the code section of the EXE somewhere (although C++ will make it tougher to track it down)
Nice job on the solution, thinking out of the box ! Well done
-Lunar