The test was missing a save_master_gtid.inc on the master,
leading to the slave thinking it was in sync after executing
sync_with_master_gtid.inc, despite not having executed the
latest transaction. This skipped transaction, XA COMMIT,
was supposed to error-to-be-ignored because its XID could not
be found, but be thrown out because the replication filters
would filter out the target database. However, if the slave
was able to stop before executing the transaction, then
the replication filer is reset (to empty), and when the
slave is later restarted, that transactions error would
no longer be ignored.

Additionally, as the test cases added in MDEV-33921 rely
on GTID synchronization, the test cases now force
master_use_gtid=slave_pos for consistency