Fixing pb failures caused by mtr invokes the test with --tmpdir to which
there are  sensitive operations in the test
and setup_fake_relay_log.inc also needed --secure-file-priv for its own separate
directory.

Fixed with removing SELECT INTO OUTFILE and deploying --exec echo instead in the marco.
The test's opt file should contain --secure-file-priv=$MYSQL_TEST_DIR as the test
operations deal with files located in $MYSQL_TEST_DIR.