Here is the information found from internet. It explains how threadpool works. But how it works in Qlik, I am confirming internally.
Maximum Number of Thread Pool Threads
The number of operations that can be queued to the thread pool is limited only by available memory; however, the thread pool limits the number of threads that can be active in the process simultaneously. Beginning with the .NET Framework 4, the default size of the thread pool for a process depends on several factors, such as the size of the virtual address space. A process can call the GetMaxThreads method to determine the number of threads.
You can control the maximum number of threads by using the GetMaxThreads and SetMaxThreads methods.
That sounds like a bug, I've never seen that happen. Increasing the number of threads would only be a temporary fix and in reality there is no reason the Slave Scheduler should run out of threads just because the it can't contact the Master soon enough and furthermore no reason the slave shouldn't be able to shut down for the same reason. Please file an issue and include the logs and any relevant circumstances (time, system topology, ...).