Threads usually “abnormally terminate” when they encounter an un-handled exception.   Therefore, within the main body of your thread, wrap the actual work-processing part in an exception handling block.   If the request throws an exception, mark the request as failed, record any error-information obtained, and send it back on the completed-requests queue, which will now receive both successful and failed requests.

Pseudocode for each request-processor thread or process:

while (not terminated) {
   wait for and receive request from incoming_request queue;
   try {
      perform_request;
   } except {
      request.failed = True;
      request.error_message = whatever;
   }
   post completed (or failed) request to finished_requests queue;
}
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If it is necessary to impose a time-limit per request, this same thread would set a timeout-interrupt to occur, which, if it does, would cause an exception to be raised.   Timeout would thus result in a failed-request within the logic shown above.

To prevent unwanted accumulation of memory, many request processors are designed to execute a certain number of requests and then die.   The parent process must therefore be waiting for children to die and must reap and then re-spawn those children.

Finally – you don’t have to write all this stuff from scratch.   This is a very common requirement.   So, CPAN has many existing examples.