Problem:- When slave is shutdown, we will get this assertion failure
sql/sql_list.h:642: void ilink::assert_linked(): Assertion `prev != 0
&& next != 0' failed.

Solution:- In close_connections when we call threads.get() it resets to
prev and next to NULL. And in parallel worker thread(handle_rpl_parallel_thread)
calls unlink_not_visible_thd() which assert on prev and next being not NULL.
.unlink_not_visible_thd() should be always called first before threads.get()
is called. To make sure worker calls unlink_not_visible_thd() in
slave_prepare_for_shutdown() we are deactivating the  worker thread pool
which in turn will close all worker threads. Since this is already done in 10.4
and 10.5 I am backPorting MDEV-20821 and MDEV-22370 to 10.2. Mdev-22370
is improving the MDEV-20821 patch.