When a parent thread is killed, all child threads will die with it, with the warning "a thread exited while some were running". If a child thread does an "exit", it will take all others with them. Threads are tricky that way.

So I don't think you can do what you want, or you are not stating the question correctly, or are misunderstanding the situation.

You may need to disable Control-c, or have a routine that intercepts that signal, and saves the state of the other threads.