Was reported as 'rpl.rpl_gtid_stop_start fails with Valgrind in buildbot and outside'.
The 'Conditional jump or move depends on uninitialized value' valgrind complaint is valid
and means THD::m_current_stage_key that is not initialized indeed by constructor.

Fixed with its initialization added to the initializer list of
THD::THD.  Double checked with mysql to have found a similar fixes for
the very same issue which was discovered after P_S merge to Maria
(60589aee where the member is introduced) had been done.