We do two things:
1) Call ms_handle_fast_connect() when setting up the local connection, so
the Dispatcher can set up any state it needs
2)Move local_delivery into a separate thread from the sender's. fast_dispatch
makes this entirely necessary since otherwise we're dipping back in to the
Dispatcher while holding whatever locks it held when it sent the Message.
Implementation starts with a thread and a list of messages to process and
proceeds as you'd expect from that.