Create a mutex that the running thread and the calling thread both have access to. When the running thread starts it locks the mutex, and when it ends it unlocks the mutex. To check if the thread is still running, the calling thread calls mutex.try_lock(). The return value of that is the status of the thread. (Just make sure to unlock the mutex if the try_lock worked)
One small problem with this, mutex.try_lock() will return false between the time the thread is created, and when it locks the mutex, but this can be avoided using a slightly more complex method.