The reason for the crash was rotate_relay_log (mi=0x0) did not verify
the passed value of active_mi.  There are more cases where active_mi
is supposed to be non-zero e.g change_master(), stop_slave(), and it's
reasonable to protect from a similar crash all of them with common
fixes.
            
Fixed with spliting end_slave() in slave threads release and slave
data clean-up parts (a new close_active_mi()). The new function is
invoked at the very end of close_connections() so that all users of
active_mi are proven to have left.