The test case rpl_binlog_corruption fails on windows because when
adding a line to the binary log index file it gets terminated
with a CR+LF (which btw, is the normal case in windows, but not on
Unixes - LF). This causes mismatch between the relay log names,
causing mysqld to report that it cannot find the log file.

We fix this by creating the instrumented index file through
mysql, ie, using SELECT ... INTO DUMPFILE ..., as opposed on
relying on ultimatly OS commands like: -- echo "..." >
index. These changes go into the file and make the procedure
platform independent:

  include/setup_fake_relay_log.inc

Side note: when using SELECT ... INTO DUMPFILE ..., one needs to
check if mysqld is running with secure_file_priv. If it is, we do
it in two steps: 1. create the file on the allowed location;
2. move it to the datadir. If it is not, then we just create the
file directly on the datadir (so previous step 2. is not needed).