Fix MDEV-4275 - I/O thread restart duplicates events in the relay log.
The first time we connect to master after CHANGE MASTER or restart, we connect
from the GTID position. But then subsequent reconnects or IO thread restarts
reconnect with the old-style file/offset binlog pos from where it left off at
last disconnect. This is necessary to avoid duplicate events in the relay
logs, as there is nothing that synchronises the SQL thread update of GTID
state (multiple threads in case of multi-source) with IO thread reconnects.

Test cases.

Some small cleanups and fixes.