Path composition for the relay log file that is stored into the relay index
file was not correct for windows.
mysql-test language does not provide primitives for portable path composition.
      
Fixed with storing only the basename part of the external "fake" relay log into
the relay index file.
Safety of removal of the dirname part of the relaylog is provided by logics of
`setup_fake_relay_log' that places the fake file into @@datadir directory.