Compiler Warning (level 1) C4794
segment of thread local storage variable 'variable' changed from 'section name' to '.tls$'
You used #pragma data_seg to put a tls variable in a section not starting with .tls$.
The .tls$x section will exist in the object file where __declspec(thread) variables are defined. A .tls section in the EXE or DLL will result from these sections.
Example
The following sample generates C4794:
// C4794.cpp
// compile with: /W1 /c
#pragma data_seg(".someseg")
__declspec(thread) int i; // C4794
// OK
#pragma data_seg(".tls$9")
__declspec(thread) int j;