The kernel32 -> Ntdll changes are the most interesting thing to me here. A lot of the rationale is applicable also to the linux userspace APIs, especially errors in return at the kernel-userspace boundary vs GetLastError/errno in kernel32/libc. Of course on linux the "problem" is that libc and the kernel API are intimately intertwined and the former mandates using errno. I wonder how the pattern made its way into windows as well. That environment has never seemed to me to promote using libc.
The errno/GetLastError() pattern is a remnant from a time before threads were a thing. You could have multiple processes, but they were largely scheduled collaboratively (rather than preemptively).
In that world, things like global variables are perfectly fine. But then we got first preemptive scheduling and threads, then actual multicore CPUs, so global variables became really dangerous. Thread locals are the escape hatch that carried these patterns into the 21st century, for better or worse.