Some errors that cause the slave SQL thread to stop are not shown in the
Slave_SQL_Error column of "SHOW SLAVE STATUS". Instead, the error is only 
in the server's error log.
      
That makes it difficult to analyze the error for the user. One example of an error
that stops the slave but is not shown by "SHOW SLAVE STATUS" is when @@global.init_slave
is set incorrectly (e.g., it contains something that is not valid SQL).
      
Three failures were not correctly reported:
      
1 - Failures during slave thread initialization
2 - Failures while initializing the relay log position right after
starting the slave thread.
3 - Failures while processing queries passed through the init_slave
option.
      
This patch fixes the issues by reporting the errors through relay-info->report.