If I may? I think i have a solution. Did some digging on git and found FAsyncThreadIndex::GetNext(). It returns a unique int32. Here is how i used it. Hopefully this helps someone else!
FString ThreadName = "Your_Thread_Name_Here_";
ThreadName.AppendInt(FAsyncThreadIndex::GetNext());
Thread = FRunnableThread::Create(this, *ThreadName, 0, TPri_BelowNormal);