[Backport 2.10] [Backport 2.x] Handle Reader thread termination gracefully

[opensearch-trigger-bot]

Backport 943e6a3 from #482

[codecov]

Codecov Report

Merging #483 (1b12eb9) into 2.10 (1be1762) will decrease coverage by 0.40%.
The diff coverage is 0.00%.

❗ Current head 1b12eb9 differs from pull request most recent head 0ebc929. Consider uploading reports for the commit 0ebc929 to get more accurate results

@@             Coverage Diff              @@
##               2.10     #483      +/-   ##
============================================
- Coverage     76.08%   75.69%   -0.40%     
+ Complexity     2587     2584       -3     
============================================
  Files           302      303       +1     
  Lines         15360    15418      +58     
  Branches       1213     1218       +5     
============================================
- Hits          11687    11670      -17     
- Misses         3182     3258      +76     
+ Partials        491      490       -1     

Files Changed	Coverage Δ
...h/performanceanalyzer/LocalhostConnectionUtil.java	0.00% <0.00%> (ø)
...ch/performanceanalyzer/PerformanceAnalyzerApp.java	34.65% <0.00%> (-15.35%)	⬇️

... and 2 files with indirect coverage changes