fix some issues found by stubcheck (#1303)

- ThreadError exists (undocumented) on Python 3. It's an alias for _thread.error,
  but making it a separate exception seems fine.
- zipfile.error is an alias for BadZipFile on both Python versions.
- zlib.Compress and Decompress are not actually accessible at runtime.

stdlib/2and3/zipfile.pyi

@@ -14,6 +14,7 @@ if sys.version_info >= (3,):
     BadZipfile = BadZipFile
 else:
     class BadZipfile(Exception): ...
+error = BadZipfile
 
 class LargeZipFile(Exception): ...