Bug fix in CostMon for > 1 thread

Previously a pointer to the EventContext was cached when recording monitoring info on an alg.

However, with --threads 2 and higher, the object becomes invalid before the event of the event.

Spotted with the help of a multi-thread example (thanks @damazio)

This MR changes to copying the context, instead.

It also tidies up the recorded data into a simple struct.