How to wake a std::thread while it is sleeping

How can I use an std::condition_variable to wake the thread and exit gracefully while it was sleeping? Or are there any other ways of achieving the same without condition_variable technique?

No, not in standard C++ as of C++17 (there are of course non-standard, platform-specific ways to do it, and it's likely some kind of semaphore will be added to C++2a).

Additionally, I see that I need to use a std::mutex in conjunction with std::condition_variable? Is that really necessary?

Yes.

Is it not possible to achieve the goal by adding the std::condition_variable logic only to required places in the code piece here?

No. For a start, you can't wait on a condition_variable without locking a mutex (and passing the lock object to the wait function) so you need to have a mutex present anyway. Since you have to have a mutex anyway, requiring both the waiter and the notifier to use that mutex isn't such a big deal.

Condition variables are subject to "spurious wake ups" which means they can stop waiting for no reason. In order to tell if it woke because it was notified, or woke spuriously, you need some state variable that is set by the notifying thread and read by the waiting thread. Because that variable is shared by multiple threads it needs to be accessed safely, which the mutex ensures.

Even if you use an atomic variable for the share variable, you still typically need a mutex to avoid missed notifications.

This is all explained in more detail in https://github.com/isocpp/CppCoreGuidelines/issues/554

How can I use an std::condition_variable to wake the thread and exit gracefully while it was sleeping?

You use std::condition_variable::wait_for() instead of std::this_thread::sleep_for() and first one can be interrupted by std::condition_variable::notify_one() or std::condition_variable::notify_all()

Additionally, I see that I need to use a std::mutex in conjunction with std::condition_variable? Is that really necessary? Is it not possible to achieve the goal by adding the std::condition_variable logic only to required places in the code piece here?

Yes it is necessary to use std::mutex with std::condition_variable and you should use it instead of making your flag std::atomic as despite atomicity of flag itself you would have race condition in your code and you will notice that sometimes your sleeping thread would miss notification if you would not use mutex here.

A working example for you using std::condition_variable:

struct MyClass {
    MyClass()
        : my_thread([this]() { this->thread(); })
    {}

    ~MyClass() {
        {
            std::lock_guard<std::mutex> l(m_);
            stop_ = true;
        }
        c_.notify_one();
        my_thread.join();
    }

    void thread() {
        while(this->wait_for(std::chrono::minutes(2)))
            SendStatusInfo(some_info);
    }

    // Returns false if stop_ == true.
    template<class Duration>
    bool wait_for(Duration duration) {
        std::unique_lock<std::mutex> l(m_);
        return !c_.wait_for(l, duration, [this]() { return stop_; });
    }

    std::condition_variable c_;
    std::mutex m_;
    bool stop_ = false;
    std::thread my_thread;
};