init: don't start indexes sync thread prematurely

By moving the 'StartIndexes()' call into the 'initload'
thread, we can remove the threads active wait. Optimizing
the available resources.

The only difference with the current state is that now the
indexes threads will only be started when they can process
work and not before it.

test/functional/feature_index_prune.py

@@ -3,6 +3,7 @@
 # Distributed under the MIT software license, see the accompanying
 # file COPYING or http://www.opensource.org/licenses/mit-license.php.
 """Test indices in conjunction with prune."""
+import os
 from test_framework.test_framework import BitcoinTestFramework
 from test_framework.util import (
     assert_equal,
@@ -127,8 +128,9 @@ class FeatureIndexPruneTest(BitcoinTestFramework):
         self.log.info("make sure we get an init error when starting the nodes again with the indices")
         filter_msg = "Error: basic block filter index best block of the index goes beyond pruned data. Please disable the index or reindex (which will download the whole blockchain again)"
         stats_msg = "Error: coinstatsindex best block of the index goes beyond pruned data. Please disable the index or reindex (which will download the whole blockchain again)"
+        end_msg = f"{os.linesep}Error: Failed to start indexes, shutting down.."
         for i, msg in enumerate([filter_msg, stats_msg, filter_msg]):
-            self.nodes[i].assert_start_raises_init_error(extra_args=self.extra_args[i], expected_msg=msg)
+            self.nodes[i].assert_start_raises_init_error(extra_args=self.extra_args[i], expected_msg=msg+end_msg)
 
         self.log.info("make sure the nodes start again with the indices and an additional -reindex arg")
         for i in range(3):