move ThreadImport ABC error to use AbortNode

Summary:
'StartShutdown' should only be used for user requested
shutdowns. Internal errors that cause a shutdown should
use 'AbortNode'.

This is a partial backport of core#27708
https://github.com/bitcoin/bitcoin/pull/27708/commits/9ddf7e03a35592617a016418fd320cc93c8d1abd

Test Plan: ninja all check-all

Reviewers: #bitcoin_abc, Fabien

Reviewed By: #bitcoin_abc, Fabien

Differential Revision: https://reviews.bitcoinabc.org/D18596